NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 97.10 97.60 0.50 0.5% 97.14
High 97.92 98.62 0.70 0.7% 98.62
Low 97.05 97.60 0.55 0.6% 96.28
Close 97.64 98.49 0.85 0.9% 98.49
Range 0.87 1.02 0.15 17.2% 2.34
ATR 1.22 1.21 -0.01 -1.2% 0.00
Volume 23,997 15,595 -8,402 -35.0% 73,742
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.30 100.91 99.05
R3 100.28 99.89 98.77
R2 99.26 99.26 98.68
R1 98.87 98.87 98.58 99.07
PP 98.24 98.24 98.24 98.33
S1 97.85 97.85 98.40 98.05
S2 97.22 97.22 98.30
S3 96.20 96.83 98.21
S4 95.18 95.81 97.93
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.82 103.99 99.78
R3 102.48 101.65 99.13
R2 100.14 100.14 98.92
R1 99.31 99.31 98.70 99.73
PP 97.80 97.80 97.80 98.00
S1 96.97 96.97 98.28 97.39
S2 95.46 95.46 98.06
S3 93.12 94.63 97.85
S4 90.78 92.29 97.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.62 96.28 2.34 2.4% 0.87 0.9% 94% True False 14,748
10 98.62 92.82 5.80 5.9% 0.92 0.9% 98% True False 11,239
20 98.62 90.05 8.57 8.7% 1.16 1.2% 98% True False 7,689
40 98.62 90.05 8.57 8.7% 1.23 1.2% 98% True False 5,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.96
2.618 101.29
1.618 100.27
1.000 99.64
0.618 99.25
HIGH 98.62
0.618 98.23
0.500 98.11
0.382 97.99
LOW 97.60
0.618 96.97
1.000 96.58
1.618 95.95
2.618 94.93
4.250 93.27
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 98.36 98.24
PP 98.24 97.99
S1 98.11 97.75

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

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