NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 96.91 97.44 0.53 0.5% 95.94
High 97.87 98.22 0.35 0.4% 97.53
Low 96.75 97.44 0.69 0.7% 95.29
Close 97.75 97.91 0.16 0.2% 97.51
Range 1.12 0.78 -0.34 -30.4% 2.24
ATR 1.17 1.14 -0.03 -2.4% 0.00
Volume 11,823 11,994 171 1.4% 99,732
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.20 99.83 98.34
R3 99.42 99.05 98.12
R2 98.64 98.64 98.05
R1 98.27 98.27 97.98 98.46
PP 97.86 97.86 97.86 97.95
S1 97.49 97.49 97.84 97.68
S2 97.08 97.08 97.77
S3 96.30 96.71 97.70
S4 95.52 95.93 97.48
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.50 102.74 98.74
R3 101.26 100.50 98.13
R2 99.02 99.02 97.92
R1 98.26 98.26 97.72 98.64
PP 96.78 96.78 96.78 96.97
S1 96.02 96.02 97.30 96.40
S2 94.54 94.54 97.10
S3 92.30 93.78 96.89
S4 90.06 91.54 96.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 95.82 2.40 2.5% 0.88 0.9% 87% True False 18,106
10 98.22 93.17 5.05 5.2% 0.93 0.9% 94% True False 18,019
20 98.22 89.48 8.74 8.9% 1.15 1.2% 96% True False 13,456
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 100.26
1.618 99.48
1.000 99.00
0.618 98.70
HIGH 98.22
0.618 97.92
0.500 97.83
0.382 97.74
LOW 97.44
0.618 96.96
1.000 96.66
1.618 96.18
2.618 95.40
4.250 94.13
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 97.88 97.75
PP 97.86 97.60
S1 97.83 97.44

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

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