NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 90.80 90.41 -0.39 -0.4% 88.01
High 91.06 91.09 0.03 0.0% 91.06
Low 90.26 90.41 0.15 0.2% 88.01
Close 90.26 91.09 0.83 0.9% 90.26
Range 0.80 0.68 -0.12 -15.0% 3.05
ATR 0.90 0.89 0.00 -0.5% 0.00
Volume 2,736 2,363 -373 -13.6% 11,446
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 92.90 92.68 91.46
R3 92.22 92.00 91.28
R2 91.54 91.54 91.21
R1 91.32 91.32 91.15 91.43
PP 90.86 90.86 90.86 90.92
S1 90.64 90.64 91.03 90.75
S2 90.18 90.18 90.97
S3 89.50 89.96 90.90
S4 88.82 89.28 90.72
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.93 97.64 91.94
R3 95.88 94.59 91.10
R2 92.83 92.83 90.82
R1 91.54 91.54 90.54 92.19
PP 89.78 89.78 89.78 90.10
S1 88.49 88.49 89.98 89.14
S2 86.73 86.73 89.70
S3 83.68 85.44 89.42
S4 80.63 82.39 88.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.09 89.40 1.69 1.9% 0.40 0.4% 100% True False 2,259
10 93.59 88.01 5.58 6.1% 0.38 0.4% 55% False False 2,195
20 93.59 88.01 5.58 6.1% 0.33 0.4% 55% False False 3,920
40 93.59 88.01 5.58 6.1% 0.40 0.4% 55% False False 2,438
60 93.59 84.98 8.61 9.5% 0.27 0.3% 71% False False 1,846
80 93.59 84.98 8.61 9.5% 0.21 0.2% 71% False False 1,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.98
2.618 92.87
1.618 92.19
1.000 91.77
0.618 91.51
HIGH 91.09
0.618 90.83
0.500 90.75
0.382 90.67
LOW 90.41
0.618 89.99
1.000 89.73
1.618 89.31
2.618 88.63
4.250 87.52
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 90.98 90.95
PP 90.86 90.81
S1 90.75 90.68

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

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