NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 99.04 99.82 0.78 0.8% 94.48
High 99.95 100.74 0.79 0.8% 99.40
Low 98.69 99.41 0.72 0.7% 93.94
Close 99.47 100.70 1.23 1.2% 99.11
Range 1.26 1.33 0.07 5.6% 5.46
ATR 1.78 1.75 -0.03 -1.8% 0.00
Volume 98,245 82,698 -15,547 -15.8% 467,074
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.27 103.82 101.43
R3 102.94 102.49 101.07
R2 101.61 101.61 100.94
R1 101.16 101.16 100.82 101.39
PP 100.28 100.28 100.28 100.40
S1 99.83 99.83 100.58 100.06
S2 98.95 98.95 100.46
S3 97.62 98.50 100.33
S4 96.29 97.17 99.97
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
5 100.74 96.48 4.26 4.2% 1.66 1.7% 99% True False 110,982
10 100.74 92.00 8.74 8.7% 1.63 1.6% 100% True False 93,399
20 100.74 91.05 9.69 9.6% 1.76 1.8% 100% True False 80,759
40 100.74 90.69 10.05 10.0% 1.78 1.8% 100% True False 70,704
60 100.74 85.52 15.22 15.1% 1.85 1.8% 100% True False 67,393
80 100.74 85.52 15.22 15.1% 1.80 1.8% 100% True False 62,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.39
2.618 104.22
1.618 102.89
1.000 102.07
0.618 101.56
HIGH 100.74
0.618 100.23
0.500 100.08
0.382 99.92
LOW 99.41
0.618 98.59
1.000 98.08
1.618 97.26
2.618 95.93
4.250 93.76
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 100.49 100.32
PP 100.28 99.94
S1 100.08 99.56

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

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