NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 100.54 102.18 1.64 1.6% 100.10
High 102.18 102.93 0.75 0.7% 102.93
Low 100.19 101.24 1.05 1.0% 98.79
Close 102.13 101.74 -0.39 -0.4% 101.74
Range 1.99 1.69 -0.30 -15.1% 4.14
ATR 1.41 1.43 0.02 1.4% 0.00
Volume 16,049 23,838 7,789 48.5% 84,094
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.04 106.08 102.67
R3 105.35 104.39 102.20
R2 103.66 103.66 102.05
R1 102.70 102.70 101.89 102.34
PP 101.97 101.97 101.97 101.79
S1 101.01 101.01 101.59 100.65
S2 100.28 100.28 101.43
S3 98.59 99.32 101.28
S4 96.90 97.63 100.81
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.57 111.80 104.02
R3 109.43 107.66 102.88
R2 105.29 105.29 102.50
R1 103.52 103.52 102.12 104.41
PP 101.15 101.15 101.15 101.60
S1 99.38 99.38 101.36 100.27
S2 97.01 97.01 100.98
S3 92.87 95.24 100.60
S4 88.73 91.10 99.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.93 98.79 4.14 4.1% 1.46 1.4% 71% True False 16,818
10 102.93 98.79 4.14 4.1% 1.42 1.4% 71% True False 16,883
20 102.93 97.17 5.76 5.7% 1.30 1.3% 79% True False 19,878
40 102.93 90.40 12.53 12.3% 1.39 1.4% 91% True False 16,361
60 102.93 90.35 12.58 12.4% 1.41 1.4% 91% True False 12,725
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.11
2.618 107.35
1.618 105.66
1.000 104.62
0.618 103.97
HIGH 102.93
0.618 102.28
0.500 102.09
0.382 101.89
LOW 101.24
0.618 100.20
1.000 99.55
1.618 98.51
2.618 96.82
4.250 94.06
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 102.09 101.45
PP 101.97 101.15
S1 101.86 100.86

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

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