NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 103.96 102.78 -1.18 -1.1% 102.46
High 104.80 104.43 -0.37 -0.4% 104.80
Low 102.48 102.59 0.11 0.1% 100.93
Close 103.01 104.14 1.13 1.1% 104.14
Range 2.32 1.84 -0.48 -20.7% 3.87
ATR 1.93 1.93 -0.01 -0.3% 0.00
Volume 87,778 80,229 -7,549 -8.6% 352,145
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.24 108.53 105.15
R3 107.40 106.69 104.65
R2 105.56 105.56 104.48
R1 104.85 104.85 104.31 105.21
PP 103.72 103.72 103.72 103.90
S1 103.01 103.01 103.97 103.37
S2 101.88 101.88 103.80
S3 100.04 101.17 103.63
S4 98.20 99.33 103.13
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 114.90 113.39 106.27
R3 111.03 109.52 105.20
R2 107.16 107.16 104.85
R1 105.65 105.65 104.49 106.41
PP 103.29 103.29 103.29 103.67
S1 101.78 101.78 103.79 102.54
S2 99.42 99.42 103.43
S3 95.55 97.91 103.08
S4 91.68 94.04 102.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.80 100.93 3.87 3.7% 1.81 1.7% 83% False False 70,429
10 104.80 95.36 9.44 9.1% 1.92 1.8% 93% False False 79,548
20 104.80 92.24 12.56 12.1% 1.93 1.8% 95% False False 61,976
40 104.80 91.54 13.26 12.7% 1.84 1.8% 95% False False 42,659
60 104.80 86.64 18.16 17.4% 1.82 1.7% 96% False False 33,876
80 104.80 86.47 18.33 17.6% 1.77 1.7% 96% False False 27,953
100 104.80 86.47 18.33 17.6% 1.66 1.6% 96% False False 23,597
120 104.80 86.47 18.33 17.6% 1.52 1.5% 96% False False 21,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.25
2.618 109.25
1.618 107.41
1.000 106.27
0.618 105.57
HIGH 104.43
0.618 103.73
0.500 103.51
0.382 103.29
LOW 102.59
0.618 101.45
1.000 100.75
1.618 99.61
2.618 97.77
4.250 94.77
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 103.93 103.96
PP 103.72 103.78
S1 103.51 103.60

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

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