NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 96.25 95.75 -0.50 -0.5% 95.54
High 96.59 96.21 -0.38 -0.4% 96.59
Low 94.92 95.30 0.38 0.4% 94.82
Close 95.55 95.74 0.19 0.2% 95.55
Range 1.67 0.91 -0.76 -45.5% 1.77
ATR 1.17 1.15 -0.02 -1.6% 0.00
Volume 29,424 28,814 -610 -2.1% 121,573
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.48 98.02 96.24
R3 97.57 97.11 95.99
R2 96.66 96.66 95.91
R1 96.20 96.20 95.82 95.98
PP 95.75 95.75 95.75 95.64
S1 95.29 95.29 95.66 95.07
S2 94.84 94.84 95.57
S3 93.93 94.38 95.49
S4 93.02 93.47 95.24
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 94.92 1.67 1.7% 1.01 1.1% 49% False False 24,801
10 96.59 93.81 2.78 2.9% 0.91 0.9% 69% False False 27,674
20 96.59 88.11 8.48 8.9% 1.06 1.1% 90% False False 25,837
40 96.59 88.11 8.48 8.9% 1.24 1.3% 90% False False 21,669
60 96.59 86.89 9.70 10.1% 1.33 1.4% 91% False False 18,443
80 96.59 84.84 11.75 12.3% 1.31 1.4% 93% False False 16,193
100 96.59 84.84 11.75 12.3% 1.23 1.3% 93% False False 14,537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.08
2.618 98.59
1.618 97.68
1.000 97.12
0.618 96.77
HIGH 96.21
0.618 95.86
0.500 95.76
0.382 95.65
LOW 95.30
0.618 94.74
1.000 94.39
1.618 93.83
2.618 92.92
4.250 91.43
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 95.76 95.76
PP 95.75 95.75
S1 95.75 95.75

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

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