NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 100.05 101.25 1.20 1.2% 99.47
High 101.54 101.78 0.24 0.2% 101.54
Low 99.88 100.29 0.41 0.4% 98.37
Close 101.31 101.56 0.25 0.2% 101.31
Range 1.66 1.49 -0.17 -10.2% 3.17
ATR 1.73 1.71 -0.02 -1.0% 0.00
Volume 126,022 83,989 -42,033 -33.4% 532,043
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.68 105.11 102.38
R3 104.19 103.62 101.97
R2 102.70 102.70 101.83
R1 102.13 102.13 101.70 102.42
PP 101.21 101.21 101.21 101.35
S1 100.64 100.64 101.42 100.93
S2 99.72 99.72 101.29
S3 98.23 99.15 101.15
S4 96.74 97.66 100.74
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.92 108.78 103.05
R3 106.75 105.61 102.18
R2 103.58 103.58 101.89
R1 102.44 102.44 101.60 103.01
PP 100.41 100.41 100.41 100.69
S1 99.27 99.27 101.02 99.84
S2 97.24 97.24 100.73
S3 94.07 96.10 100.44
S4 90.90 92.93 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.78 98.69 3.09 3.0% 1.44 1.4% 93% True False 109,054
10 101.78 93.94 7.84 7.7% 1.61 1.6% 97% True False 108,310
20 101.78 91.05 10.73 10.6% 1.73 1.7% 98% True False 91,537
40 101.78 90.69 11.09 10.9% 1.75 1.7% 98% True False 75,922
60 101.78 87.12 14.66 14.4% 1.80 1.8% 98% True False 69,843
80 101.78 85.52 16.26 16.0% 1.80 1.8% 99% True False 65,907
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.11
2.618 105.68
1.618 104.19
1.000 103.27
0.618 102.70
HIGH 101.78
0.618 101.21
0.500 101.04
0.382 100.86
LOW 100.29
0.618 99.37
1.000 98.80
1.618 97.88
2.618 96.39
4.250 93.96
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 101.39 101.31
PP 101.21 101.06
S1 101.04 100.81

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

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