NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 100.00 99.99 -0.01 0.0% 98.16
High 100.62 100.70 0.08 0.1% 100.00
Low 99.68 99.44 -0.24 -0.2% 97.17
Close 100.10 100.70 0.60 0.6% 99.85
Range 0.94 1.26 0.32 34.0% 2.83
ATR 1.40 1.39 -0.01 -0.7% 0.00
Volume 10,447 12,838 2,391 22.9% 148,779
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.06 103.64 101.39
R3 102.80 102.38 101.05
R2 101.54 101.54 100.93
R1 101.12 101.12 100.82 101.33
PP 100.28 100.28 100.28 100.39
S1 99.86 99.86 100.58 100.07
S2 99.02 99.02 100.47
S3 97.76 98.60 100.35
S4 96.50 97.34 100.01
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.50 106.50 101.41
R3 104.67 103.67 100.63
R2 101.84 101.84 100.37
R1 100.84 100.84 100.11 101.34
PP 99.01 99.01 99.01 99.26
S1 98.01 98.01 99.59 98.51
S2 96.18 96.18 99.33
S3 93.35 95.18 99.07
S4 90.52 92.35 98.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.70 98.36 2.34 2.3% 1.16 1.2% 100% True False 25,662
10 100.70 96.02 4.68 4.6% 1.20 1.2% 100% True False 26,436
20 100.70 90.40 10.30 10.2% 1.46 1.4% 100% True False 19,184
40 100.70 90.35 10.35 10.3% 1.40 1.4% 100% True False 12,905
60 100.70 87.41 13.29 13.2% 1.46 1.5% 100% True False 10,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.06
2.618 104.00
1.618 102.74
1.000 101.96
0.618 101.48
HIGH 100.70
0.618 100.22
0.500 100.07
0.382 99.92
LOW 99.44
0.618 98.66
1.000 98.18
1.618 97.40
2.618 96.14
4.250 94.09
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 100.49 100.42
PP 100.28 100.14
S1 100.07 99.86

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

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