NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 99.82 100.58 0.76 0.8% 94.48
High 100.74 101.31 0.57 0.6% 99.40
Low 99.41 99.83 0.42 0.4% 93.94
Close 100.70 100.33 -0.37 -0.4% 99.11
Range 1.33 1.48 0.15 11.3% 5.46
ATR 1.75 1.73 -0.02 -1.1% 0.00
Volume 82,698 154,317 71,619 86.6% 467,074
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.93 104.11 101.14
R3 103.45 102.63 100.74
R2 101.97 101.97 100.60
R1 101.15 101.15 100.47 100.82
PP 100.49 100.49 100.49 100.33
S1 99.67 99.67 100.19 99.34
S2 99.01 99.01 100.06
S3 97.53 98.19 99.92
S4 96.05 96.71 99.52
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
5 101.31 97.17 4.14 4.1% 1.56 1.6% 76% True False 112,120
10 101.31 93.38 7.93 7.9% 1.61 1.6% 88% True False 98,869
20 101.31 91.05 10.26 10.2% 1.74 1.7% 90% True False 85,893
40 101.31 90.69 10.62 10.6% 1.78 1.8% 91% True False 73,447
60 101.31 85.52 15.79 15.7% 1.84 1.8% 94% True False 68,704
80 101.31 85.52 15.79 15.7% 1.79 1.8% 94% True False 64,347
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.60
2.618 105.18
1.618 103.70
1.000 102.79
0.618 102.22
HIGH 101.31
0.618 100.74
0.500 100.57
0.382 100.40
LOW 99.83
0.618 98.92
1.000 98.35
1.618 97.44
2.618 95.96
4.250 93.54
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 100.57 100.22
PP 100.49 100.11
S1 100.41 100.00

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

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