NYMEX Light Sweet Crude Oil Future November 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 95.27 96.13 0.86 0.9% 92.67
High 96.57 97.50 0.93 1.0% 96.07
Low 94.67 95.99 1.32 1.4% 91.95
Close 96.23 97.41 1.18 1.2% 95.10
Range 1.90 1.51 -0.39 -20.5% 4.12
ATR 1.77 1.75 -0.02 -1.0% 0.00
Volume 20,298 43,406 23,108 113.8% 151,588
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.50 100.96 98.24
R3 99.99 99.45 97.83
R2 98.48 98.48 97.69
R1 97.94 97.94 97.55 98.21
PP 96.97 96.97 96.97 97.10
S1 96.43 96.43 97.27 96.70
S2 95.46 95.46 97.13
S3 93.95 94.92 96.99
S4 92.44 93.41 96.58
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.73 105.04 97.37
R3 102.61 100.92 96.23
R2 98.49 98.49 95.86
R1 96.80 96.80 95.48 97.65
PP 94.37 94.37 94.37 94.80
S1 92.68 92.68 94.72 93.53
S2 90.25 90.25 94.34
S3 86.13 88.56 93.97
S4 82.01 84.44 92.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.50 92.64 4.86 5.0% 1.64 1.7% 98% True False 31,601
10 98.41 91.95 6.46 6.6% 1.87 1.9% 85% False False 28,945
20 98.41 91.95 6.46 6.6% 1.62 1.7% 85% False False 24,750
40 98.41 91.22 7.19 7.4% 1.65 1.7% 86% False False 18,619
60 98.41 85.96 12.45 12.8% 1.74 1.8% 92% False False 15,369
80 98.41 85.96 12.45 12.8% 1.59 1.6% 92% False False 12,893
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.92
2.618 101.45
1.618 99.94
1.000 99.01
0.618 98.43
HIGH 97.50
0.618 96.92
0.500 96.75
0.382 96.57
LOW 95.99
0.618 95.06
1.000 94.48
1.618 93.55
2.618 92.04
4.250 89.57
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 97.19 96.97
PP 96.97 96.53
S1 96.75 96.09

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

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