NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 100.90 101.10 0.20 0.2% 99.89
High 101.21 101.21 0.00 0.0% 102.01
Low 100.00 99.28 -0.72 -0.7% 99.02
Close 101.16 99.90 -1.26 -1.2% 101.04
Range 1.21 1.93 0.72 59.5% 2.99
ATR 1.39 1.42 0.04 2.8% 0.00
Volume 13,442 15,359 1,917 14.3% 79,947
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.92 104.84 100.96
R3 103.99 102.91 100.43
R2 102.06 102.06 100.25
R1 100.98 100.98 100.08 100.56
PP 100.13 100.13 100.13 99.92
S1 99.05 99.05 99.72 98.63
S2 98.20 98.20 99.55
S3 96.27 97.12 99.37
S4 94.34 95.19 98.84
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 99.28 2.73 2.7% 1.50 1.5% 23% False True 16,022
10 102.01 98.36 3.65 3.7% 1.33 1.3% 42% False False 20,842
20 102.01 91.40 10.61 10.6% 1.32 1.3% 80% False False 20,539
40 102.01 90.35 11.66 11.7% 1.40 1.4% 82% False False 14,349
60 102.01 88.45 13.56 13.6% 1.46 1.5% 84% False False 11,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 109.41
2.618 106.26
1.618 104.33
1.000 103.14
0.618 102.40
HIGH 101.21
0.618 100.47
0.500 100.25
0.382 100.02
LOW 99.28
0.618 98.09
1.000 97.35
1.618 96.16
2.618 94.23
4.250 91.08
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 100.25 100.49
PP 100.13 100.29
S1 100.02 100.10

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

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