NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 99.99 100.73 0.74 0.7% 98.16
High 100.70 101.55 0.85 0.8% 100.00
Low 99.44 100.24 0.80 0.8% 97.17
Close 100.70 101.52 0.82 0.8% 99.85
Range 1.26 1.31 0.05 4.0% 2.83
ATR 1.39 1.38 -0.01 -0.4% 0.00
Volume 12,838 13,104 266 2.1% 148,779
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.03 104.59 102.24
R3 103.72 103.28 101.88
R2 102.41 102.41 101.76
R1 101.97 101.97 101.64 102.19
PP 101.10 101.10 101.10 101.22
S1 100.66 100.66 101.40 100.88
S2 99.79 99.79 101.28
S3 98.48 99.35 101.16
S4 97.17 98.04 100.80
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
5 101.55 98.55 3.00 3.0% 1.21 1.2% 99% True False 19,227
10 101.55 96.23 5.32 5.2% 1.20 1.2% 99% True False 24,292
20 101.55 90.40 11.15 11.0% 1.47 1.5% 100% True False 19,604
40 101.55 90.35 11.20 11.0% 1.41 1.4% 100% True False 13,095
60 101.55 88.45 13.10 12.9% 1.46 1.4% 100% True False 10,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.12
2.618 104.98
1.618 103.67
1.000 102.86
0.618 102.36
HIGH 101.55
0.618 101.05
0.500 100.90
0.382 100.74
LOW 100.24
0.618 99.43
1.000 98.93
1.618 98.12
2.618 96.81
4.250 94.67
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 101.31 101.18
PP 101.10 100.84
S1 100.90 100.50

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

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