NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 95.99 96.03 0.04 0.0% 93.23
High 96.68 96.78 0.10 0.1% 95.90
Low 95.82 96.03 0.21 0.2% 92.96
Close 96.49 96.70 0.21 0.2% 95.83
Range 0.86 0.75 -0.11 -12.8% 2.94
ATR 1.23 1.19 -0.03 -2.8% 0.00
Volume 16,175 32,004 15,829 97.9% 63,939
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.75 98.48 97.11
R3 98.00 97.73 96.91
R2 97.25 97.25 96.84
R1 96.98 96.98 96.77 97.12
PP 96.50 96.50 96.50 96.57
S1 96.23 96.23 96.63 96.37
S2 95.75 95.75 96.56
S3 95.00 95.48 96.49
S4 94.25 94.73 96.29
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.72 102.71 97.45
R3 100.78 99.77 96.64
R2 97.84 97.84 96.37
R1 96.83 96.83 96.10 97.34
PP 94.90 94.90 94.90 95.15
S1 93.89 93.89 95.56 94.40
S2 91.96 91.96 95.29
S3 89.02 90.95 95.02
S4 86.08 88.01 94.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.78 94.29 2.49 2.6% 0.97 1.0% 97% True False 21,504
10 96.78 91.74 5.04 5.2% 0.91 0.9% 98% True False 15,922
20 96.78 89.48 7.30 7.5% 1.17 1.2% 99% True False 12,560
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.97
2.618 98.74
1.618 97.99
1.000 97.53
0.618 97.24
HIGH 96.78
0.618 96.49
0.500 96.41
0.382 96.32
LOW 96.03
0.618 95.57
1.000 95.28
1.618 94.82
2.618 94.07
4.250 92.84
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 96.60 96.52
PP 96.50 96.34
S1 96.41 96.17

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

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