NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 99.47 99.04 -0.43 -0.4% 94.48
High 99.86 99.95 0.09 0.1% 99.40
Low 98.37 98.69 0.32 0.3% 93.94
Close 99.20 99.47 0.27 0.3% 99.11
Range 1.49 1.26 -0.23 -15.4% 5.46
ATR 1.82 1.78 -0.04 -2.2% 0.00
Volume 70,761 98,245 27,484 38.8% 467,074
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.15 102.57 100.16
R3 101.89 101.31 99.82
R2 100.63 100.63 99.70
R1 100.05 100.05 99.59 100.34
PP 99.37 99.37 99.37 99.52
S1 98.79 98.79 99.35 99.08
S2 98.11 98.11 99.24
S3 96.85 97.53 99.12
S4 95.59 96.27 98.78
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.86 111.95 102.11
R3 108.40 106.49 100.61
R2 102.94 102.94 100.11
R1 101.03 101.03 99.61 101.99
PP 97.48 97.48 97.48 97.96
S1 95.57 95.57 98.61 96.53
S2 92.02 92.02 98.11
S3 86.56 90.11 97.61
S4 81.10 84.65 96.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.95 95.20 4.75 4.8% 1.66 1.7% 90% True False 113,393
10 99.95 92.00 7.95 8.0% 1.63 1.6% 94% True False 93,438
20 99.95 91.05 8.90 8.9% 1.78 1.8% 95% True False 79,524
40 99.95 90.69 9.26 9.3% 1.78 1.8% 95% True False 70,380
60 99.95 85.52 14.43 14.5% 1.89 1.9% 97% True False 67,381
80 99.95 85.52 14.43 14.5% 1.79 1.8% 97% True False 62,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.31
2.618 103.25
1.618 101.99
1.000 101.21
0.618 100.73
HIGH 99.95
0.618 99.47
0.500 99.32
0.382 99.17
LOW 98.69
0.618 97.91
1.000 97.43
1.618 96.65
2.618 95.39
4.250 93.34
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 99.42 99.17
PP 99.37 98.86
S1 99.32 98.56

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

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