NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 95.05 95.45 0.40 0.4% 92.95
High 95.44 95.61 0.17 0.2% 94.85
Low 95.05 95.37 0.32 0.3% 92.95
Close 95.44 95.38 -0.06 -0.1% 94.85
Range 0.39 0.24 -0.15 -38.5% 1.90
ATR 0.67 0.64 -0.03 -4.6% 0.00
Volume 918 9,418 8,500 925.9% 16,595
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.17 96.02 95.51
R3 95.93 95.78 95.45
R2 95.69 95.69 95.42
R1 95.54 95.54 95.40 95.50
PP 95.45 95.45 95.45 95.43
S1 95.30 95.30 95.36 95.26
S2 95.21 95.21 95.34
S3 94.97 95.06 95.31
S4 94.73 94.82 95.25
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 95.61 94.46 1.15 1.2% 0.34 0.4% 80% True False 3,822
10 95.61 92.95 2.66 2.8% 0.36 0.4% 91% True False 3,486
20 95.61 88.01 7.60 8.0% 0.37 0.4% 97% True False 2,982
40 95.61 88.01 7.60 8.0% 0.36 0.4% 97% True False 3,167
60 95.61 87.56 8.05 8.4% 0.34 0.4% 97% True False 2,403
80 95.61 84.98 10.63 11.1% 0.25 0.3% 98% True False 1,943
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.63
2.618 96.24
1.618 96.00
1.000 95.85
0.618 95.76
HIGH 95.61
0.618 95.52
0.500 95.49
0.382 95.46
LOW 95.37
0.618 95.22
1.000 95.13
1.618 94.98
2.618 94.74
4.250 94.35
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 95.49 95.32
PP 95.45 95.26
S1 95.42 95.21

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

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