NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 95.51 95.04 -0.47 -0.5% 94.95
High 95.51 95.04 -0.47 -0.5% 95.61
Low 94.38 94.75 0.37 0.4% 94.38
Close 94.68 94.89 0.21 0.2% 94.68
Range 1.13 0.29 -0.84 -74.3% 1.23
ATR 0.68 0.66 -0.02 -3.3% 0.00
Volume 3,479 2,840 -639 -18.4% 18,973
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.76 95.62 95.05
R3 95.47 95.33 94.97
R2 95.18 95.18 94.94
R1 95.04 95.04 94.92 94.97
PP 94.89 94.89 94.89 94.86
S1 94.75 94.75 94.86 94.68
S2 94.60 94.60 94.84
S3 94.31 94.46 94.81
S4 94.02 94.17 94.73
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.58 97.86 95.36
R3 97.35 96.63 95.02
R2 96.12 96.12 94.91
R1 95.40 95.40 94.79 95.15
PP 94.89 94.89 94.89 94.76
S1 94.17 94.17 94.57 93.92
S2 93.66 93.66 94.45
S3 92.43 92.94 94.34
S4 91.20 91.71 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.61 94.38 1.23 1.3% 0.51 0.5% 41% False False 3,816
10 95.61 93.46 2.15 2.3% 0.42 0.4% 67% False False 3,645
20 95.61 88.01 7.60 8.0% 0.44 0.5% 91% False False 3,065
40 95.61 88.01 7.60 8.0% 0.39 0.4% 91% False False 3,293
60 95.61 87.56 8.05 8.5% 0.36 0.4% 91% False False 2,484
80 95.61 84.98 10.63 11.2% 0.27 0.3% 93% False False 2,012
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.27
2.618 95.80
1.618 95.51
1.000 95.33
0.618 95.22
HIGH 95.04
0.618 94.93
0.500 94.90
0.382 94.86
LOW 94.75
0.618 94.57
1.000 94.46
1.618 94.28
2.618 93.99
4.250 93.52
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 94.90 95.00
PP 94.89 94.96
S1 94.89 94.93

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

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