NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 91.74 92.76 1.02 1.1% 88.01
High 91.74 92.90 1.16 1.3% 91.06
Low 91.74 92.40 0.66 0.7% 88.01
Close 91.74 92.68 0.94 1.0% 90.26
Range 0.00 0.50 0.50 3.05
ATR 0.88 0.90 0.02 2.3% 0.00
Volume 955 5,352 4,397 460.4% 11,446
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 94.16 93.92 92.96
R3 93.66 93.42 92.82
R2 93.16 93.16 92.77
R1 92.92 92.92 92.73 92.79
PP 92.66 92.66 92.66 92.60
S1 92.42 92.42 92.63 92.29
S2 92.16 92.16 92.59
S3 91.66 91.92 92.54
S4 91.16 91.42 92.41
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 92.90 90.26 2.64 2.8% 0.44 0.5% 92% True False 2,726
10 92.90 88.01 4.89 5.3% 0.38 0.4% 96% True False 2,478
20 93.59 88.01 5.58 6.0% 0.29 0.3% 84% False False 3,506
40 93.59 88.01 5.58 6.0% 0.41 0.4% 84% False False 2,557
60 93.59 84.98 8.61 9.3% 0.28 0.3% 89% False False 1,940
80 93.59 84.98 8.61 9.3% 0.22 0.2% 89% False False 1,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.03
2.618 94.21
1.618 93.71
1.000 93.40
0.618 93.21
HIGH 92.90
0.618 92.71
0.500 92.65
0.382 92.59
LOW 92.40
0.618 92.09
1.000 91.90
1.618 91.59
2.618 91.09
4.250 90.28
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 92.67 92.34
PP 92.66 92.00
S1 92.65 91.66

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

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