NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 95.94 95.73 -0.21 -0.2% 93.23
High 96.15 96.31 0.16 0.2% 95.90
Low 95.29 95.55 0.26 0.3% 92.96
Close 95.95 96.08 0.13 0.1% 95.83
Range 0.86 0.76 -0.10 -11.6% 2.94
ATR 1.29 1.26 -0.04 -2.9% 0.00
Volume 15,770 17,248 1,478 9.4% 63,939
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.26 97.93 96.50
R3 97.50 97.17 96.29
R2 96.74 96.74 96.22
R1 96.41 96.41 96.15 96.58
PP 95.98 95.98 95.98 96.06
S1 95.65 95.65 96.01 95.82
S2 95.22 95.22 95.94
S3 94.46 94.89 95.87
S4 93.70 94.13 95.66
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.72 102.71 97.45
R3 100.78 99.77 96.64
R2 97.84 97.84 96.37
R1 96.83 96.83 96.10 97.34
PP 94.90 94.90 94.90 95.15
S1 93.89 93.89 95.56 94.40
S2 91.96 91.96 95.29
S3 89.02 90.95 95.02
S4 86.08 88.01 94.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.31 93.17 3.14 3.3% 0.98 1.0% 93% True False 17,933
10 96.31 90.14 6.17 6.4% 0.99 1.0% 96% True False 14,629
20 96.31 89.48 6.83 7.1% 1.19 1.2% 97% True False 10,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.54
2.618 98.30
1.618 97.54
1.000 97.07
0.618 96.78
HIGH 96.31
0.618 96.02
0.500 95.93
0.382 95.84
LOW 95.55
0.618 95.08
1.000 94.79
1.618 94.32
2.618 93.56
4.250 92.32
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 96.03 95.82
PP 95.98 95.56
S1 95.93 95.30

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

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