NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 93.24 92.95 -0.29 -0.3% 90.41
High 93.40 93.65 0.25 0.3% 93.40
Low 93.24 92.95 -0.29 -0.3% 90.41
Close 93.34 93.65 0.31 0.3% 93.34
Range 0.16 0.70 0.54 337.5% 2.99
ATR 0.88 0.87 -0.01 -1.5% 0.00
Volume 2,776 1,955 -821 -29.6% 11,446
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.52 95.28 94.04
R3 94.82 94.58 93.84
R2 94.12 94.12 93.78
R1 93.88 93.88 93.71 94.00
PP 93.42 93.42 93.42 93.48
S1 93.18 93.18 93.59 93.30
S2 92.72 92.72 93.52
S3 92.02 92.48 93.46
S4 91.32 91.78 93.27
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.35 100.34 94.98
R3 98.36 97.35 94.16
R2 95.37 95.37 93.89
R1 94.36 94.36 93.61 94.87
PP 92.38 92.38 92.38 92.64
S1 91.37 91.37 93.07 91.88
S2 89.39 89.39 92.79
S3 86.40 88.38 92.52
S4 83.41 85.39 91.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.65 90.41 3.24 3.5% 0.41 0.4% 100% True False 2,680
10 93.65 88.01 5.64 6.0% 0.46 0.5% 100% True False 2,484
20 93.65 88.01 5.64 6.0% 0.33 0.3% 100% True False 2,880
40 93.65 88.01 5.64 6.0% 0.43 0.5% 100% True False 2,611
60 93.65 84.98 8.67 9.3% 0.29 0.3% 100% True False 2,003
80 93.65 84.98 8.67 9.3% 0.22 0.2% 100% True False 1,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.63
2.618 95.48
1.618 94.78
1.000 94.35
0.618 94.08
HIGH 93.65
0.618 93.38
0.500 93.30
0.382 93.22
LOW 92.95
0.618 92.52
1.000 92.25
1.618 91.82
2.618 91.12
4.250 89.98
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 93.53 93.44
PP 93.42 93.23
S1 93.30 93.03

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

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