NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 93.97 95.30 1.33 1.4% 90.05
High 94.75 96.04 1.29 1.4% 93.87
Low 93.89 95.28 1.39 1.5% 90.05
Close 94.69 95.89 1.20 1.3% 92.93
Range 0.86 0.76 -0.10 -11.6% 3.82
ATR 1.35 1.35 0.00 0.0% 0.00
Volume 6,764 11,728 4,964 73.4% 27,496
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.02 97.71 96.31
R3 97.26 96.95 96.10
R2 96.50 96.50 96.03
R1 96.19 96.19 95.96 96.35
PP 95.74 95.74 95.74 95.81
S1 95.43 95.43 95.82 95.59
S2 94.98 94.98 95.75
S3 94.22 94.67 95.68
S4 93.46 93.91 95.47
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 103.74 102.16 95.03
R3 99.92 98.34 93.98
R2 96.10 96.10 93.63
R1 94.52 94.52 93.28 95.31
PP 92.28 92.28 92.28 92.68
S1 90.70 90.70 92.58 91.49
S2 88.46 88.46 92.23
S3 84.64 86.88 91.88
S4 80.82 83.06 90.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 92.15 3.89 4.1% 0.94 1.0% 96% True False 5,784
10 96.04 90.05 5.99 6.2% 1.36 1.4% 97% True False 5,633
20 96.44 90.05 6.39 6.7% 1.22 1.3% 91% False False 4,437
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.27
2.618 98.03
1.618 97.27
1.000 96.80
0.618 96.51
HIGH 96.04
0.618 95.75
0.500 95.66
0.382 95.57
LOW 95.28
0.618 94.81
1.000 94.52
1.618 94.05
2.618 93.29
4.250 92.05
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 95.81 95.52
PP 95.74 95.14
S1 95.66 94.77

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

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