NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 96.58 98.06 1.48 1.5% 93.85
High 98.28 99.87 1.59 1.6% 97.82
Low 96.07 97.78 1.71 1.8% 92.67
Close 97.99 99.60 1.61 1.6% 96.56
Range 2.21 2.09 -0.12 -5.4% 5.15
ATR 2.02 2.03 0.00 0.2% 0.00
Volume 229,193 285,781 56,588 24.7% 1,391,698
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.35 104.57 100.75
R3 103.26 102.48 100.17
R2 101.17 101.17 99.98
R1 100.39 100.39 99.79 100.78
PP 99.08 99.08 99.08 99.28
S1 98.30 98.30 99.41 98.69
S2 96.99 96.99 99.22
S3 94.90 96.21 99.03
S4 92.81 94.12 98.45
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 111.13 109.00 99.39
R3 105.98 103.85 97.98
R2 100.83 100.83 97.50
R1 98.70 98.70 97.03 99.77
PP 95.68 95.68 95.68 96.22
S1 93.55 93.55 96.09 94.62
S2 90.53 90.53 95.62
S3 85.38 88.40 95.14
S4 80.23 83.25 93.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.87 93.68 6.19 6.2% 1.97 2.0% 96% True False 264,662
10 99.87 92.67 7.20 7.2% 2.21 2.2% 96% True False 287,134
20 99.87 92.67 7.20 7.2% 1.93 1.9% 96% True False 198,856
40 99.87 91.50 8.37 8.4% 1.94 1.9% 97% True False 133,398
60 99.87 86.29 13.58 13.6% 2.04 2.1% 98% True False 100,602
80 99.87 86.29 13.58 13.6% 1.89 1.9% 98% True False 80,504
100 99.87 86.29 13.58 13.6% 1.78 1.8% 98% True False 67,390
120 99.98 86.29 13.69 13.7% 1.67 1.7% 97% False False 58,375
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.75
2.618 105.34
1.618 103.25
1.000 101.96
0.618 101.16
HIGH 99.87
0.618 99.07
0.500 98.83
0.382 98.58
LOW 97.78
0.618 96.49
1.000 95.69
1.618 94.40
2.618 92.31
4.250 88.90
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 99.34 99.06
PP 99.08 98.51
S1 98.83 97.97

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

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