NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 100.10 100.01 -0.09 -0.1% 101.45
High 100.45 100.01 -0.44 -0.4% 101.70
Low 99.51 98.97 -0.54 -0.5% 99.20
Close 100.08 99.37 -0.71 -0.7% 100.06
Range 0.94 1.04 0.10 10.6% 2.50
ATR 1.37 1.35 -0.02 -1.4% 0.00
Volume 11,827 8,823 -3,004 -25.4% 84,741
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 102.57 102.01 99.94
R3 101.53 100.97 99.66
R2 100.49 100.49 99.56
R1 99.93 99.93 99.47 99.69
PP 99.45 99.45 99.45 99.33
S1 98.89 98.89 99.27 98.65
S2 98.41 98.41 99.18
S3 97.37 97.85 99.08
S4 96.33 96.81 98.80
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 98.97 2.24 2.3% 1.28 1.3% 18% False True 14,829
10 102.01 98.97 3.04 3.1% 1.32 1.3% 13% False True 15,173
20 102.01 94.43 7.58 7.6% 1.26 1.3% 65% False False 21,069
40 102.01 90.40 11.61 11.7% 1.34 1.3% 77% False False 15,293
60 102.01 90.35 11.66 11.7% 1.38 1.4% 77% False False 11,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.43
2.618 102.73
1.618 101.69
1.000 101.05
0.618 100.65
HIGH 100.01
0.618 99.61
0.500 99.49
0.382 99.37
LOW 98.97
0.618 98.33
1.000 97.93
1.618 97.29
2.618 96.25
4.250 94.55
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 99.49 99.71
PP 99.45 99.60
S1 99.41 99.48

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

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