NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 96.49 96.87 0.38 0.4% 93.69
High 97.31 97.64 0.33 0.3% 96.74
Low 96.47 96.87 0.40 0.4% 93.50
Close 96.99 97.51 0.52 0.5% 96.74
Range 0.84 0.77 -0.07 -8.3% 3.24
ATR 1.28 1.25 -0.04 -2.9% 0.00
Volume 13,395 12,433 -962 -7.2% 35,655
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 99.65 99.35 97.93
R3 98.88 98.58 97.72
R2 98.11 98.11 97.65
R1 97.81 97.81 97.58 97.96
PP 97.34 97.34 97.34 97.42
S1 97.04 97.04 97.44 97.19
S2 96.57 96.57 97.37
S3 95.80 96.27 97.30
S4 95.03 95.50 97.09
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.38 104.30 98.52
R3 102.14 101.06 97.63
R2 98.90 98.90 97.33
R1 97.82 97.82 97.04 98.36
PP 95.66 95.66 95.66 95.93
S1 94.58 94.58 96.44 95.12
S2 92.42 92.42 96.15
S3 89.18 91.34 95.85
S4 85.94 88.10 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.64 95.28 2.36 2.4% 0.94 1.0% 94% True False 11,912
10 97.64 91.35 6.29 6.5% 0.94 1.0% 98% True False 8,633
20 97.64 90.05 7.59 7.8% 1.18 1.2% 98% True False 6,126
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 100.91
2.618 99.66
1.618 98.89
1.000 98.41
0.618 98.12
HIGH 97.64
0.618 97.35
0.500 97.26
0.382 97.16
LOW 96.87
0.618 96.39
1.000 96.10
1.618 95.62
2.618 94.85
4.250 93.60
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 97.43 97.33
PP 97.34 97.14
S1 97.26 96.96

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

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