NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 95.33 95.08 -0.25 -0.3% 95.75
High 95.35 95.89 0.54 0.6% 96.21
Low 94.79 94.46 -0.33 -0.3% 94.50
Close 95.17 95.83 0.66 0.7% 95.48
Range 0.56 1.43 0.87 155.4% 1.71
ATR 1.12 1.14 0.02 2.0% 0.00
Volume 11,144 15,916 4,772 42.8% 107,052
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 99.68 99.19 96.62
R3 98.25 97.76 96.22
R2 96.82 96.82 96.09
R1 96.33 96.33 95.96 96.58
PP 95.39 95.39 95.39 95.52
S1 94.90 94.90 95.70 95.15
S2 93.96 93.96 95.57
S3 92.53 93.47 95.44
S4 91.10 92.04 95.04
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.53 99.71 96.42
R3 98.82 98.00 95.95
R2 97.11 97.11 95.79
R1 96.29 96.29 95.64 95.85
PP 95.40 95.40 95.40 95.17
S1 94.58 94.58 95.32 94.14
S2 93.69 93.69 95.17
S3 91.98 92.87 95.01
S4 90.27 91.16 94.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 94.46 1.66 1.7% 0.98 1.0% 83% False True 14,419
10 96.59 94.46 2.13 2.2% 1.07 1.1% 64% False True 20,347
20 96.59 92.47 4.12 4.3% 0.99 1.0% 82% False False 24,720
40 96.59 88.11 8.48 8.8% 1.17 1.2% 91% False False 22,446
60 96.59 88.11 8.48 8.8% 1.24 1.3% 91% False False 19,039
80 96.59 84.84 11.75 12.3% 1.31 1.4% 94% False False 16,831
100 96.59 84.84 11.75 12.3% 1.24 1.3% 94% False False 15,263
120 96.59 84.84 11.75 12.3% 1.18 1.2% 94% False False 13,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.97
2.618 99.63
1.618 98.20
1.000 97.32
0.618 96.77
HIGH 95.89
0.618 95.34
0.500 95.18
0.382 95.01
LOW 94.46
0.618 93.58
1.000 93.03
1.618 92.15
2.618 90.72
4.250 88.38
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 95.61 95.61
PP 95.39 95.39
S1 95.18 95.18

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

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