NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 94.61 96.02 1.41 1.5% 90.76
High 95.61 97.35 1.74 1.8% 94.56
Low 94.43 96.02 1.59 1.7% 90.40
Close 95.55 96.85 1.30 1.4% 93.64
Range 1.18 1.33 0.15 12.7% 4.16
ATR 1.58 1.59 0.02 1.0% 0.00
Volume 18,138 34,541 16,403 90.4% 64,355
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.73 100.12 97.58
R3 99.40 98.79 97.22
R2 98.07 98.07 97.09
R1 97.46 97.46 96.97 97.77
PP 96.74 96.74 96.74 96.89
S1 96.13 96.13 96.73 96.44
S2 95.41 95.41 96.61
S3 94.08 94.80 96.48
S4 92.75 93.47 96.12
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.35 103.65 95.93
R3 101.19 99.49 94.78
R2 97.03 97.03 94.40
R1 95.33 95.33 94.02 96.18
PP 92.87 92.87 92.87 93.29
S1 91.17 91.17 93.26 92.02
S2 88.71 88.71 92.88
S3 84.55 87.01 92.50
S4 80.39 82.85 91.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 92.85 4.50 4.6% 1.32 1.4% 89% True False 15,663
10 97.35 90.40 6.95 7.2% 1.75 1.8% 93% True False 14,916
20 97.35 90.40 6.95 7.2% 1.43 1.5% 93% True False 11,375
40 97.35 90.35 7.00 7.2% 1.44 1.5% 93% True False 8,399
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.00
2.618 100.83
1.618 99.50
1.000 98.68
0.618 98.17
HIGH 97.35
0.618 96.84
0.500 96.69
0.382 96.53
LOW 96.02
0.618 95.20
1.000 94.69
1.618 93.87
2.618 92.54
4.250 90.37
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 96.80 96.39
PP 96.74 95.93
S1 96.69 95.47

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

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