NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 90.41 91.74 1.33 1.5% 88.01
High 91.09 91.74 0.65 0.7% 91.06
Low 90.41 91.74 1.33 1.5% 88.01
Close 91.09 91.74 0.65 0.7% 90.26
Range 0.68 0.00 -0.68 -100.0% 3.05
ATR 0.89 0.88 -0.02 -1.9% 0.00
Volume 2,363 955 -1,408 -59.6% 11,446
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 91.74 91.74 91.74
R3 91.74 91.74 91.74
R2 91.74 91.74 91.74
R1 91.74 91.74 91.74 91.74
PP 91.74 91.74 91.74 91.74
S1 91.74 91.74 91.74 91.74
S2 91.74 91.74 91.74
S3 91.74 91.74 91.74
S4 91.74 91.74 91.74
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.93 97.64 91.94
R3 95.88 94.59 91.10
R2 92.83 92.83 90.82
R1 91.54 91.54 90.54 92.19
PP 89.78 89.78 89.78 90.10
S1 88.49 88.49 89.98 89.14
S2 86.73 86.73 89.70
S3 83.68 85.44 89.42
S4 80.63 82.39 88.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.74 89.60 2.14 2.3% 0.37 0.4% 100% True False 1,898
10 93.42 88.01 5.41 5.9% 0.33 0.4% 69% False False 2,183
20 93.59 88.01 5.58 6.1% 0.30 0.3% 67% False False 3,822
40 93.59 88.01 5.58 6.1% 0.40 0.4% 67% False False 2,445
60 93.59 84.98 8.61 9.4% 0.27 0.3% 79% False False 1,859
80 93.59 84.98 8.61 9.4% 0.21 0.2% 79% False False 1,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 91.74
2.618 91.74
1.618 91.74
1.000 91.74
0.618 91.74
HIGH 91.74
0.618 91.74
0.500 91.74
0.382 91.74
LOW 91.74
0.618 91.74
1.000 91.74
1.618 91.74
2.618 91.74
4.250 91.74
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 91.74 91.49
PP 91.74 91.25
S1 91.74 91.00

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

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