NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 99.34 100.54 1.20 1.2% 101.45
High 100.41 102.18 1.77 1.8% 101.70
Low 98.79 100.19 1.40 1.4% 99.20
Close 100.32 102.13 1.81 1.8% 100.06
Range 1.62 1.99 0.37 22.8% 2.50
ATR 1.37 1.41 0.04 3.2% 0.00
Volume 23,557 16,049 -7,508 -31.9% 84,741
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.47 106.79 103.22
R3 105.48 104.80 102.68
R2 103.49 103.49 102.49
R1 102.81 102.81 102.31 103.15
PP 101.50 101.50 101.50 101.67
S1 100.82 100.82 101.95 101.16
S2 99.51 99.51 101.77
S3 97.52 98.83 101.58
S4 95.53 96.84 101.04
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
5 102.18 98.79 3.39 3.3% 1.33 1.3% 99% True False 16,031
10 102.18 98.79 3.39 3.3% 1.43 1.4% 99% True False 16,540
20 102.18 96.23 5.95 5.8% 1.31 1.3% 99% True False 20,416
40 102.18 90.40 11.78 11.5% 1.37 1.3% 100% True False 15,896
60 102.18 90.35 11.83 11.6% 1.39 1.4% 100% True False 12,404
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 False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 110.64
2.618 107.39
1.618 105.40
1.000 104.17
0.618 103.41
HIGH 102.18
0.618 101.42
0.500 101.19
0.382 100.95
LOW 100.19
0.618 98.96
1.000 98.20
1.618 96.97
2.618 94.98
4.250 91.73
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 101.82 101.58
PP 101.50 101.03
S1 101.19 100.49

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

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