NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 95.78 96.25 0.47 0.5% 95.54
High 96.42 96.59 0.17 0.2% 96.59
Low 95.70 94.92 -0.78 -0.8% 94.82
Close 96.21 95.55 -0.66 -0.7% 95.55
Range 0.72 1.67 0.95 131.9% 1.77
ATR 1.13 1.17 0.04 3.4% 0.00
Volume 29,814 29,424 -390 -1.3% 121,573
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.70 99.79 96.47
R3 99.03 98.12 96.01
R2 97.36 97.36 95.86
R1 96.45 96.45 95.70 96.07
PP 95.69 95.69 95.69 95.50
S1 94.78 94.78 95.40 94.40
S2 94.02 94.02 95.24
S3 92.35 93.11 95.09
S4 90.68 91.44 94.63
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.96 100.03 96.52
R3 99.19 98.26 96.04
R2 97.42 97.42 95.87
R1 96.49 96.49 95.71 96.96
PP 95.65 95.65 95.65 95.89
S1 94.72 94.72 95.39 95.19
S2 93.88 93.88 95.23
S3 92.11 92.95 95.06
S4 90.34 91.18 94.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.59 94.82 1.77 1.9% 1.00 1.0% 41% True False 24,314
10 96.59 93.43 3.16 3.3% 0.89 0.9% 67% True False 27,086
20 96.59 88.11 8.48 8.9% 1.15 1.2% 88% True False 25,554
40 96.59 88.11 8.48 8.9% 1.26 1.3% 88% True False 21,293
60 96.59 86.89 9.70 10.2% 1.34 1.4% 89% True False 18,133
80 96.59 84.84 11.75 12.3% 1.31 1.4% 91% True False 15,982
100 96.59 84.84 11.75 12.3% 1.22 1.3% 91% True False 14,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 103.69
2.618 100.96
1.618 99.29
1.000 98.26
0.618 97.62
HIGH 96.59
0.618 95.95
0.500 95.76
0.382 95.56
LOW 94.92
0.618 93.89
1.000 93.25
1.618 92.22
2.618 90.55
4.250 87.82
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 95.76 95.76
PP 95.69 95.69
S1 95.62 95.62

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

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