NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 101.61 101.45 -0.16 -0.2% 99.89
High 102.01 101.70 -0.31 -0.3% 102.01
Low 100.27 100.39 0.12 0.1% 99.02
Close 101.04 100.83 -0.21 -0.2% 101.04
Range 1.74 1.31 -0.43 -24.7% 2.99
ATR 1.41 1.40 -0.01 -0.5% 0.00
Volume 20,405 17,804 -2,601 -12.7% 79,947
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.90 104.18 101.55
R3 103.59 102.87 101.19
R2 102.28 102.28 101.07
R1 101.56 101.56 100.95 101.27
PP 100.97 100.97 100.97 100.83
S1 100.25 100.25 100.71 99.96
S2 99.66 99.66 100.59
S3 98.35 98.94 100.47
S4 97.04 97.63 100.11
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.66 108.34 102.68
R3 106.67 105.35 101.86
R2 103.68 103.68 101.59
R1 102.36 102.36 101.31 103.02
PP 100.69 100.69 100.69 101.02
S1 99.37 99.37 100.77 100.03
S2 97.70 97.70 100.49
S3 94.71 96.38 100.22
S4 91.72 93.39 99.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 99.44 2.57 2.5% 1.31 1.3% 54% False False 14,919
10 102.01 97.47 4.54 4.5% 1.21 1.2% 74% False False 22,840
20 102.01 90.40 11.61 11.5% 1.35 1.3% 90% False False 20,333
40 102.01 90.35 11.66 11.6% 1.40 1.4% 90% False False 13,844
60 102.01 88.45 13.56 13.4% 1.45 1.4% 91% False False 11,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.27
2.618 105.13
1.618 103.82
1.000 103.01
0.618 102.51
HIGH 101.70
0.618 101.20
0.500 101.05
0.382 100.89
LOW 100.39
0.618 99.58
1.000 99.08
1.618 98.27
2.618 96.96
4.250 94.82
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 101.05 101.13
PP 100.97 101.03
S1 100.90 100.93

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

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