NYMEX Light Sweet Crude Oil Future January 2014

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	98.16	97.85	-0.31	-0.3%	93.59
High	98.19	98.50	0.31	0.3%	98.12
Low	97.17	97.47	0.30	0.3%	93.59
Close	97.90	98.14	0.24	0.2%	97.84
Range	1.02	1.03	0.01	1.0%	4.53
ATR	1.57	1.53	-0.04	-2.5%	0.00
Volume	18,125	27,361	9,236	51.0%	95,779

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.13	100.66	98.71
R3	100.10	99.63	98.42
R2	99.07	99.07	98.33
R1	98.60	98.60	98.23	98.84
PP	98.04	98.04	98.04	98.15
S1	97.57	97.57	98.05	97.81
S2	97.01	97.01	97.95
S3	95.98	96.54	97.86
S4	94.95	95.51	97.57

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.11	108.50	100.33
R3	105.58	103.97	99.09
R2	101.05	101.05	98.67
R1	99.44	99.44	98.26	100.25
PP	96.52	96.52	96.52	96.92
S1	94.91	94.91	97.42	95.72
S2	91.99	91.99	97.01
S3	87.46	90.38	96.59
S4	82.93	85.85	95.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.50	94.43	4.07	4.1%	1.29	1.3%	91%	True	False	26,553
10	98.50	91.40	7.10	7.2%	1.36	1.4%	95%	True	False	19,551
20	98.50	90.40	8.10	8.3%	1.45	1.5%	96%	True	False	14,075
40	98.50	90.35	8.15	8.3%	1.44	1.5%	96%	True	False	9,881

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.88
2.618	101.20
1.618	100.17
1.000	99.53
0.618	99.14
HIGH	98.50
0.618	98.11
0.500	97.99
0.382	97.86
LOW	97.47
0.618	96.83
1.000	96.44
1.618	95.80
2.618	94.77
4.250	93.09

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	98.09	97.88
PP	98.04	97.62
S1	97.99	97.37

Download as Excel Spreadsheet

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

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