NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 100.73 101.61 0.88 0.9% 99.89
High 101.55 102.01 0.46 0.5% 102.01
Low 100.24 100.27 0.03 0.0% 99.02
Close 101.52 101.04 -0.48 -0.5% 101.04
Range 1.31 1.74 0.43 32.8% 2.99
ATR 1.38 1.41 0.03 1.9% 0.00
Volume 13,104 20,405 7,301 55.7% 79,947
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.33 105.42 102.00
R3 104.59 103.68 101.52
R2 102.85 102.85 101.36
R1 101.94 101.94 101.20 101.53
PP 101.11 101.11 101.11 100.90
S1 100.20 100.20 100.88 99.79
S2 99.37 99.37 100.72
S3 97.63 98.46 100.56
S4 95.89 96.72 100.08
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.66 108.34 102.68
R3 106.67 105.35 101.86
R2 103.68 103.68 101.59
R1 102.36 102.36 101.31 103.02
PP 100.69 100.69 100.69 101.02
S1 99.37 99.37 100.77 100.03
S2 97.70 97.70 100.49
S3 94.71 96.38 100.22
S4 91.72 93.39 99.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 99.02 2.99 3.0% 1.27 1.3% 68% True False 15,989
10 102.01 97.17 4.84 4.8% 1.18 1.2% 80% True False 22,872
20 102.01 90.40 11.61 11.5% 1.42 1.4% 92% True False 20,172
40 102.01 90.35 11.66 11.5% 1.41 1.4% 92% True False 13,530
60 102.01 88.45 13.56 13.4% 1.47 1.5% 93% True False 10,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 109.41
2.618 106.57
1.618 104.83
1.000 103.75
0.618 103.09
HIGH 102.01
0.618 101.35
0.500 101.14
0.382 100.93
LOW 100.27
0.618 99.19
1.000 98.53
1.618 97.45
2.618 95.71
4.250 92.88
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 101.14 100.94
PP 101.11 100.83
S1 101.07 100.73

These figures are updated between 7pm and 10pm EST after a trading day.

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