NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 101.10 99.52 -1.58 -1.6% 99.89
High 101.21 100.63 -0.58 -0.6% 102.01
Low 99.28 99.20 -0.08 -0.1% 99.02
Close 99.90 100.46 0.56 0.6% 101.04
Range 1.93 1.43 -0.50 -25.9% 2.99
ATR 1.42 1.43 0.00 0.0% 0.00
Volume 15,359 18,237 2,878 18.7% 79,947
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.39 103.85 101.25
R3 102.96 102.42 100.85
R2 101.53 101.53 100.72
R1 100.99 100.99 100.59 101.26
PP 100.10 100.10 100.10 100.23
S1 99.56 99.56 100.33 99.83
S2 98.67 98.67 100.20
S3 97.24 98.13 100.07
S4 95.81 96.70 99.67
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 99.20 2.81 2.8% 1.52 1.5% 45% False True 17,049
10 102.01 98.55 3.46 3.4% 1.37 1.4% 55% False False 18,138
20 102.01 92.85 9.16 9.1% 1.31 1.3% 83% False False 20,324
40 102.01 90.35 11.66 11.6% 1.38 1.4% 87% False False 14,681
60 102.01 88.45 13.56 13.5% 1.46 1.4% 89% False False 11,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.71
2.618 104.37
1.618 102.94
1.000 102.06
0.618 101.51
HIGH 100.63
0.618 100.08
0.500 99.92
0.382 99.75
LOW 99.20
0.618 98.32
1.000 97.77
1.618 96.89
2.618 95.46
4.250 93.12
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 100.28 100.38
PP 100.10 100.29
S1 99.92 100.21

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

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