NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 99.43 100.95 1.52 1.5% 96.40
High 101.99 103.49 1.50 1.5% 103.49
Low 99.43 100.54 1.11 1.1% 95.98
Close 101.11 103.05 1.94 1.9% 103.05
Range 2.56 2.95 0.39 15.2% 7.51
ATR 2.02 2.09 0.07 3.3% 0.00
Volume 200,546 171,908 -28,638 -14.3% 589,400
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 111.21 110.08 104.67
R3 108.26 107.13 103.86
R2 105.31 105.31 103.59
R1 104.18 104.18 103.32 104.75
PP 102.36 102.36 102.36 102.64
S1 101.23 101.23 102.78 101.80
S2 99.41 99.41 102.51
S3 96.46 98.28 102.24
S4 93.51 95.33 101.43
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 123.37 120.72 107.18
R3 115.86 113.21 105.12
R2 108.35 108.35 104.43
R1 105.70 105.70 103.74 107.03
PP 100.84 100.84 100.84 101.50
S1 98.19 98.19 102.36 99.52
S2 93.33 93.33 101.67
S3 85.82 90.68 100.98
S4 78.31 83.17 98.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.49 95.98 7.51 7.3% 2.22 2.2% 94% True False 137,486
10 103.49 92.60 10.89 10.6% 2.22 2.2% 96% True False 128,295
20 103.49 92.60 10.89 10.6% 2.03 2.0% 96% True False 100,660
40 103.49 91.68 11.81 11.5% 1.96 1.9% 96% True False 75,622
60 103.49 86.26 17.23 16.7% 2.03 2.0% 97% True False 61,835
80 103.49 86.26 17.23 16.7% 1.88 1.8% 97% True False 51,779
100 103.49 86.26 17.23 16.7% 1.76 1.7% 97% True False 44,295
120 103.49 86.26 17.23 16.7% 1.64 1.6% 97% True False 39,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116.03
2.618 111.21
1.618 108.26
1.000 106.44
0.618 105.31
HIGH 103.49
0.618 102.36
0.500 102.02
0.382 101.67
LOW 100.54
0.618 98.72
1.000 97.59
1.618 95.77
2.618 92.82
4.250 88.00
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 102.71 102.23
PP 102.36 101.40
S1 102.02 100.58

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

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