NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 96.66 96.91 0.25 0.3% 95.94
High 97.53 97.87 0.34 0.3% 97.53
Low 96.66 96.75 0.09 0.1% 95.29
Close 97.51 97.75 0.24 0.2% 97.51
Range 0.87 1.12 0.25 28.7% 2.24
ATR 1.17 1.17 0.00 -0.3% 0.00
Volume 18,535 11,823 -6,712 -36.2% 99,732
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.82 100.40 98.37
R3 99.70 99.28 98.06
R2 98.58 98.58 97.96
R1 98.16 98.16 97.85 98.37
PP 97.46 97.46 97.46 97.56
S1 97.04 97.04 97.65 97.25
S2 96.34 96.34 97.54
S3 95.22 95.92 97.44
S4 94.10 94.80 97.13
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.50 102.74 98.74
R3 101.26 100.50 98.13
R2 99.02 99.02 97.92
R1 98.26 98.26 97.72 98.64
PP 96.78 96.78 96.78 96.97
S1 96.02 96.02 97.30 96.40
S2 94.54 94.54 97.10
S3 92.30 93.78 96.89
S4 90.06 91.54 96.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.87 95.55 2.32 2.4% 0.87 0.9% 95% True False 19,157
10 97.87 92.96 4.91 5.0% 0.90 0.9% 98% True False 17,549
20 97.87 89.48 8.39 8.6% 1.16 1.2% 99% True False 13,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.63
2.618 100.80
1.618 99.68
1.000 98.99
0.618 98.56
HIGH 97.87
0.618 97.44
0.500 97.31
0.382 97.18
LOW 96.75
0.618 96.06
1.000 95.63
1.618 94.94
2.618 93.82
4.250 91.99
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 97.60 97.48
PP 97.46 97.22
S1 97.31 96.95

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

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