NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 101.45 100.90 -0.55 -0.5% 99.89
High 101.70 101.21 -0.49 -0.5% 102.01
Low 100.39 100.00 -0.39 -0.4% 99.02
Close 100.83 101.16 0.33 0.3% 101.04
Range 1.31 1.21 -0.10 -7.6% 2.99
ATR 1.40 1.39 -0.01 -1.0% 0.00
Volume 17,804 13,442 -4,362 -24.5% 79,947
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.42 104.00 101.83
R3 103.21 102.79 101.49
R2 102.00 102.00 101.38
R1 101.58 101.58 101.27 101.79
PP 100.79 100.79 100.79 100.90
S1 100.37 100.37 101.05 100.58
S2 99.58 99.58 100.94
S3 98.37 99.16 100.83
S4 97.16 97.95 100.49
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% 1.37 1.4% 67% False False 15,518
10 102.01 98.10 3.91 3.9% 1.23 1.2% 78% False False 21,448
20 102.01 91.40 10.61 10.5% 1.30 1.3% 92% False False 20,500
40 102.01 90.35 11.66 11.5% 1.41 1.4% 93% False False 14,053
60 102.01 88.45 13.56 13.4% 1.45 1.4% 94% False False 11,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.35
2.618 104.38
1.618 103.17
1.000 102.42
0.618 101.96
HIGH 101.21
0.618 100.75
0.500 100.61
0.382 100.46
LOW 100.00
0.618 99.25
1.000 98.79
1.618 98.04
2.618 96.83
4.250 94.86
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 100.98 101.11
PP 100.79 101.06
S1 100.61 101.01

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

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