NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 94.15 94.51 0.36 0.4% 92.95
High 94.30 94.85 0.55 0.6% 94.85
Low 93.98 94.46 0.48 0.5% 92.95
Close 94.30 94.85 0.55 0.6% 94.85
Range 0.32 0.39 0.07 21.9% 1.90
ATR 0.77 0.75 -0.02 -2.0% 0.00
Volume 5,340 3,617 -1,723 -32.3% 16,595
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.89 95.76 95.06
R3 95.50 95.37 94.96
R2 95.11 95.11 94.92
R1 94.98 94.98 94.89 95.05
PP 94.72 94.72 94.72 94.75
S1 94.59 94.59 94.81 94.66
S2 94.33 94.33 94.78
S3 93.94 94.20 94.74
S4 93.55 93.81 94.64
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 99.92 99.28 95.90
R3 98.02 97.38 95.37
R2 96.12 96.12 95.20
R1 95.48 95.48 95.02 95.80
PP 94.22 94.22 94.22 94.38
S1 93.58 93.58 94.68 93.90
S2 92.32 92.32 94.50
S3 90.42 91.68 94.33
S4 88.52 89.78 93.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.85 92.95 1.90 2.0% 0.42 0.4% 100% True False 3,319
10 94.85 90.26 4.59 4.8% 0.43 0.4% 100% True False 3,077
20 94.85 88.01 6.84 7.2% 0.35 0.4% 100% True False 2,585
40 94.85 88.01 6.84 7.2% 0.39 0.4% 100% True False 2,893
60 94.85 85.32 9.53 10.0% 0.31 0.3% 100% True False 2,220
80 94.85 84.98 9.87 10.4% 0.24 0.3% 100% True False 1,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.51
2.618 95.87
1.618 95.48
1.000 95.24
0.618 95.09
HIGH 94.85
0.618 94.70
0.500 94.66
0.382 94.61
LOW 94.46
0.618 94.22
1.000 94.07
1.618 93.83
2.618 93.44
4.250 92.80
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 94.79 94.65
PP 94.72 94.46
S1 94.66 94.26

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

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