NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 100.42 100.10 -0.32 -0.3% 101.45
High 100.42 100.45 0.03 0.0% 101.70
Low 99.35 99.51 0.16 0.2% 99.20
Close 100.06 100.08 0.02 0.0% 100.06
Range 1.07 0.94 -0.13 -12.1% 2.50
ATR 1.40 1.37 -0.03 -2.4% 0.00
Volume 19,899 11,827 -8,072 -40.6% 84,741
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 102.83 102.40 100.60
R3 101.89 101.46 100.34
R2 100.95 100.95 100.25
R1 100.52 100.52 100.17 100.27
PP 100.01 100.01 100.01 99.89
S1 99.58 99.58 99.99 99.33
S2 99.07 99.07 99.91
S3 98.13 98.64 99.82
S4 97.19 97.70 99.56
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.82 106.44 101.44
R3 105.32 103.94 100.75
R2 102.82 102.82 100.52
R1 101.44 101.44 100.29 100.88
PP 100.32 100.32 100.32 100.04
S1 98.94 98.94 99.83 98.38
S2 97.82 97.82 99.60
S3 95.32 96.44 99.37
S4 92.82 93.94 98.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.21 99.20 2.01 2.0% 1.32 1.3% 44% False False 15,752
10 102.01 99.20 2.81 2.8% 1.31 1.3% 31% False False 15,336
20 102.01 93.59 8.42 8.4% 1.28 1.3% 77% False False 21,053
40 102.01 90.35 11.66 11.7% 1.36 1.4% 83% False False 15,227
60 102.01 90.35 11.66 11.7% 1.39 1.4% 83% False False 11,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.45
2.618 102.91
1.618 101.97
1.000 101.39
0.618 101.03
HIGH 100.45
0.618 100.09
0.500 99.98
0.382 99.87
LOW 99.51
0.618 98.93
1.000 98.57
1.618 97.99
2.618 97.05
4.250 95.52
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 100.05 100.03
PP 100.01 99.97
S1 99.98 99.92

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

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