NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 108.07 107.00 -1.07 -1.0% 105.67
High 108.60 107.55 -1.05 -1.0% 108.93
Low 106.48 105.46 -1.02 -1.0% 104.27
Close 106.94 107.23 0.29 0.3% 107.87
Range 2.12 2.09 -0.03 -1.4% 4.66
ATR 2.07 2.07 0.00 0.1% 0.00
Volume 283,866 241,640 -42,226 -14.9% 924,267
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.02 112.21 108.38
R3 110.93 110.12 107.80
R2 108.84 108.84 107.61
R1 108.03 108.03 107.42 108.44
PP 106.75 106.75 106.75 106.95
S1 105.94 105.94 107.04 106.35
S2 104.66 104.66 106.85
S3 102.57 103.85 106.66
S4 100.48 101.76 106.08
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 121.00 119.10 110.43
R3 116.34 114.44 109.15
R2 111.68 111.68 108.72
R1 109.78 109.78 108.30 110.73
PP 107.02 107.02 107.02 107.50
S1 105.12 105.12 107.44 106.07
S2 102.36 102.36 107.02
S3 97.70 100.46 106.59
S4 93.04 95.80 105.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.93 104.79 4.14 3.9% 2.02 1.9% 59% False False 241,638
10 108.93 103.67 5.26 4.9% 2.04 1.9% 68% False False 188,368
20 108.93 93.64 15.29 14.3% 2.06 1.9% 89% False False 157,937
40 108.93 91.68 17.25 16.1% 2.04 1.9% 90% False False 115,221
60 108.93 90.09 18.84 17.6% 2.00 1.9% 91% False False 90,161
80 108.93 86.26 22.67 21.1% 1.99 1.9% 93% False False 75,158
100 108.93 86.26 22.67 21.1% 1.85 1.7% 93% False False 63,486
120 108.93 86.26 22.67 21.1% 1.75 1.6% 93% False False 55,860
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.43
2.618 113.02
1.618 110.93
1.000 109.64
0.618 108.84
HIGH 107.55
0.618 106.75
0.500 106.51
0.382 106.26
LOW 105.46
0.618 104.17
1.000 103.37
1.618 102.08
2.618 99.99
4.250 96.58
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 106.99 107.22
PP 106.75 107.21
S1 106.51 107.20

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

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