NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 89.52 89.60 0.08 0.1% 93.30
High 89.57 89.71 0.14 0.2% 93.59
Low 89.40 89.60 0.20 0.2% 88.40
Close 89.53 89.70 0.17 0.2% 88.40
Range 0.17 0.11 -0.06 -35.3% 5.19
ATR 0.94 0.89 -0.05 -5.8% 0.00
Volume 2,757 1,216 -1,541 -55.9% 10,925
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 90.00 89.96 89.76
R3 89.89 89.85 89.73
R2 89.78 89.78 89.72
R1 89.74 89.74 89.71 89.76
PP 89.67 89.67 89.67 89.68
S1 89.63 89.63 89.69 89.65
S2 89.56 89.56 89.68
S3 89.45 89.52 89.67
S4 89.34 89.41 89.64
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.70 102.24 91.25
R3 100.51 97.05 89.83
R2 95.32 95.32 89.35
R1 91.86 91.86 88.88 91.00
PP 90.13 90.13 90.13 89.70
S1 86.67 86.67 87.92 85.81
S2 84.94 84.94 87.45
S3 79.75 81.48 86.97
S4 74.56 76.29 85.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.98 88.01 1.97 2.2% 0.31 0.3% 86% False False 2,231
10 93.59 88.01 5.58 6.2% 0.24 0.3% 30% False False 2,043
20 93.59 88.01 5.58 6.2% 0.37 0.4% 30% False False 3,739
40 93.59 87.56 6.03 6.7% 0.36 0.4% 35% False False 2,323
60 93.59 84.98 8.61 9.6% 0.24 0.3% 55% False False 1,743
80 93.59 84.98 8.61 9.6% 0.19 0.2% 55% False False 1,422
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.18
2.618 90.00
1.618 89.89
1.000 89.82
0.618 89.78
HIGH 89.71
0.618 89.67
0.500 89.66
0.382 89.64
LOW 89.60
0.618 89.53
1.000 89.49
1.618 89.42
2.618 89.31
4.250 89.13
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 89.69 89.42
PP 89.67 89.14
S1 89.66 88.86

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

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