NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 100.01 99.34 -0.67 -0.7% 101.45
High 100.01 100.41 0.40 0.4% 101.70
Low 98.97 98.79 -0.18 -0.2% 99.20
Close 99.37 100.32 0.95 1.0% 100.06
Range 1.04 1.62 0.58 55.8% 2.50
ATR 1.35 1.37 0.02 1.4% 0.00
Volume 8,823 23,557 14,734 167.0% 84,741
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.70 104.13 101.21
R3 103.08 102.51 100.77
R2 101.46 101.46 100.62
R1 100.89 100.89 100.47 101.18
PP 99.84 99.84 99.84 99.98
S1 99.27 99.27 100.17 99.56
S2 98.22 98.22 100.02
S3 96.60 97.65 99.87
S4 94.98 96.03 99.43
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
5 100.63 98.79 1.84 1.8% 1.22 1.2% 83% False True 16,468
10 102.01 98.79 3.22 3.2% 1.36 1.4% 48% False True 16,245
20 102.01 96.02 5.99 6.0% 1.28 1.3% 72% False False 21,340
40 102.01 90.40 11.61 11.6% 1.34 1.3% 85% False False 15,737
60 102.01 90.35 11.66 11.6% 1.37 1.4% 86% False False 12,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.30
2.618 104.65
1.618 103.03
1.000 102.03
0.618 101.41
HIGH 100.41
0.618 99.79
0.500 99.60
0.382 99.41
LOW 98.79
0.618 97.79
1.000 97.17
1.618 96.17
2.618 94.55
4.250 91.91
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 100.08 100.09
PP 99.84 99.85
S1 99.60 99.62

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

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