NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 99.52 100.42 0.90 0.9% 101.45
High 100.63 100.42 -0.21 -0.2% 101.70
Low 99.20 99.35 0.15 0.2% 99.20
Close 100.46 100.06 -0.40 -0.4% 100.06
Range 1.43 1.07 -0.36 -25.2% 2.50
ATR 1.43 1.40 -0.02 -1.6% 0.00
Volume 18,237 19,899 1,662 9.1% 84,741
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.15 102.68 100.65
R3 102.08 101.61 100.35
R2 101.01 101.01 100.26
R1 100.54 100.54 100.16 100.24
PP 99.94 99.94 99.94 99.80
S1 99.47 99.47 99.96 99.17
S2 98.87 98.87 99.86
S3 97.80 98.40 99.77
S4 96.73 97.33 99.47
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.82 106.44 101.44
R3 105.32 103.94 100.75
R2 102.82 102.82 100.52
R1 101.44 101.44 100.29 100.88
PP 100.32 100.32 100.32 100.04
S1 98.94 98.94 99.83 98.38
S2 97.82 97.82 99.60
S3 95.32 96.44 99.37
S4 92.82 93.94 98.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.70 99.20 2.50 2.5% 1.39 1.4% 34% False False 16,948
10 102.01 99.02 2.99 3.0% 1.33 1.3% 35% False False 16,468
20 102.01 93.38 8.63 8.6% 1.29 1.3% 77% False False 20,844
40 102.01 90.35 11.66 11.7% 1.36 1.4% 83% False False 15,077
60 102.01 89.23 12.78 12.8% 1.43 1.4% 85% False False 11,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 104.97
2.618 103.22
1.618 102.15
1.000 101.49
0.618 101.08
HIGH 100.42
0.618 100.01
0.500 99.89
0.382 99.76
LOW 99.35
0.618 98.69
1.000 98.28
1.618 97.62
2.618 96.55
4.250 94.80
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 100.00 100.21
PP 99.94 100.16
S1 99.89 100.11

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

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