NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	104.15	105.39	1.24	1.2%	96.40
High	105.77	106.53	0.76	0.7%	103.49
Low	103.67	103.73	0.06	0.1%	95.98
Close	105.62	104.38	-1.24	-1.2%	103.05
Range	2.10	2.80	0.70	33.3%	7.51
ATR	2.12	2.17	0.05	2.3%	0.00
Volume	172,328	160,404	-11,924	-6.9%	589,400

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.28	111.63	105.92
R3	110.48	108.83	105.15
R2	107.68	107.68	104.89
R1	106.03	106.03	104.64	105.46
PP	104.88	104.88	104.88	104.59
S1	103.23	103.23	104.12	102.66
S2	102.08	102.08	103.87
S3	99.28	100.43	103.61
S4	96.48	97.63	102.84

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	106.53	100.54	5.99	5.7%	2.44	2.3%	64%	True	False	142,751
10	106.53	95.26	11.27	10.8%	2.23	2.1%	81%	True	False	133,499
20	106.53	92.60	13.93	13.3%	2.13	2.0%	85%	True	False	112,710
40	106.53	91.68	14.85	14.2%	2.02	1.9%	86%	True	False	84,571
60	106.53	86.26	20.27	19.4%	2.01	1.9%	89%	True	False	68,556
80	106.53	86.26	20.27	19.4%	1.93	1.8%	89%	True	False	57,536
100	106.53	86.26	20.27	19.4%	1.81	1.7%	89%	True	False	48,968
120	106.53	86.26	20.27	19.4%	1.68	1.6%	89%	True	False	43,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118.43
2.618	113.86
1.618	111.06
1.000	109.33
0.618	108.26
HIGH	106.53
0.618	105.46
0.500	105.13
0.382	104.80
LOW	103.73
0.618	102.00
1.000	100.93
1.618	99.20
2.618	96.40
4.250	91.83

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	105.13	104.38
PP	104.88	104.37
S1	104.63	104.37

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols