NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 94.58 94.37 -0.21 -0.2% 95.04
High 95.04 94.53 -0.51 -0.5% 95.24
Low 94.35 94.06 -0.29 -0.3% 93.98
Close 94.82 94.46 -0.36 -0.4% 94.76
Range 0.69 0.47 -0.22 -31.9% 1.26
ATR 0.72 0.73 0.00 0.4% 0.00
Volume 1,075 968 -107 -10.0% 13,294
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.76 95.58 94.72
R3 95.29 95.11 94.59
R2 94.82 94.82 94.55
R1 94.64 94.64 94.50 94.73
PP 94.35 94.35 94.35 94.40
S1 94.17 94.17 94.42 94.26
S2 93.88 93.88 94.37
S3 93.41 93.70 94.33
S4 92.94 93.23 94.20
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.44 97.86 95.45
R3 97.18 96.60 95.11
R2 95.92 95.92 94.99
R1 95.34 95.34 94.88 95.00
PP 94.66 94.66 94.66 94.49
S1 94.08 94.08 94.64 93.74
S2 93.40 93.40 94.53
S3 92.14 92.82 94.41
S4 90.88 91.56 94.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.16 93.98 1.18 1.2% 0.68 0.7% 41% False False 1,875
10 95.61 93.98 1.63 1.7% 0.60 0.6% 29% False False 2,915
20 95.61 91.74 3.87 4.1% 0.47 0.5% 70% False False 2,999
40 95.61 88.01 7.60 8.0% 0.40 0.4% 85% False False 3,460
60 95.61 88.01 7.60 8.0% 0.43 0.4% 85% False False 2,625
80 95.61 84.98 10.63 11.3% 0.32 0.3% 89% False False 2,134
100 95.61 84.98 10.63 11.3% 0.26 0.3% 89% False False 1,794
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 False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.53
2.618 95.76
1.618 95.29
1.000 95.00
0.618 94.82
HIGH 94.53
0.618 94.35
0.500 94.30
0.382 94.24
LOW 94.06
0.618 93.77
1.000 93.59
1.618 93.30
2.618 92.83
4.250 92.06
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 94.41 94.55
PP 94.35 94.52
S1 94.30 94.49

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

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