NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 94.37 94.17 -0.20 -0.2% 95.04
High 94.53 95.11 0.58 0.6% 95.24
Low 94.06 93.82 -0.24 -0.3% 93.98
Close 94.46 95.09 0.63 0.7% 94.76
Range 0.47 1.29 0.82 174.5% 1.26
ATR 0.73 0.77 0.04 5.6% 0.00
Volume 968 873 -95 -9.8% 13,294
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.54 98.11 95.80
R3 97.25 96.82 95.44
R2 95.96 95.96 95.33
R1 95.53 95.53 95.21 95.75
PP 94.67 94.67 94.67 94.78
S1 94.24 94.24 94.97 94.46
S2 93.38 93.38 94.85
S3 92.09 92.95 94.74
S4 90.80 91.66 94.38
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 93.82 1.34 1.4% 0.78 0.8% 95% False True 1,392
10 95.61 93.82 1.79 1.9% 0.69 0.7% 71% False True 2,910
20 95.61 92.40 3.21 3.4% 0.54 0.6% 84% False False 2,995
40 95.61 88.01 7.60 8.0% 0.42 0.4% 93% False False 3,408
60 95.61 88.01 7.60 8.0% 0.45 0.5% 93% False False 2,628
80 95.61 84.98 10.63 11.2% 0.34 0.4% 95% False False 2,143
100 95.61 84.98 10.63 11.2% 0.28 0.3% 95% False False 1,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 100.59
2.618 98.49
1.618 97.20
1.000 96.40
0.618 95.91
HIGH 95.11
0.618 94.62
0.500 94.47
0.382 94.31
LOW 93.82
0.618 93.02
1.000 92.53
1.618 91.73
2.618 90.44
4.250 88.34
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 94.88 94.88
PP 94.67 94.67
S1 94.47 94.47

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

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