NYMEX Light Sweet Crude Oil Future July 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 92.95 93.46 0.51 0.5% 90.41
High 93.65 93.72 0.07 0.1% 93.40
Low 92.95 93.46 0.51 0.5% 90.41
Close 93.65 93.67 0.02 0.0% 93.34
Range 0.70 0.26 -0.44 -62.9% 2.99
ATR 0.87 0.83 -0.04 -5.0% 0.00
Volume 1,955 2,678 723 37.0% 11,446
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 94.40 94.29 93.81
R3 94.14 94.03 93.74
R2 93.88 93.88 93.72
R1 93.77 93.77 93.69 93.83
PP 93.62 93.62 93.62 93.64
S1 93.51 93.51 93.65 93.57
S2 93.36 93.36 93.62
S3 93.10 93.25 93.60
S4 92.84 92.99 93.53
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 93.72 91.74 1.98 2.1% 0.32 0.3% 97% True False 2,743
10 93.72 89.40 4.32 4.6% 0.36 0.4% 99% True False 2,501
20 93.72 88.01 5.71 6.1% 0.32 0.3% 99% True False 2,592
40 93.72 88.01 5.71 6.1% 0.40 0.4% 99% True False 2,659
60 93.72 84.98 8.74 9.3% 0.29 0.3% 99% True False 2,045
80 93.72 84.98 8.74 9.3% 0.22 0.2% 99% True False 1,626
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.83
2.618 94.40
1.618 94.14
1.000 93.98
0.618 93.88
HIGH 93.72
0.618 93.62
0.500 93.59
0.382 93.56
LOW 93.46
0.618 93.30
1.000 93.20
1.618 93.04
2.618 92.78
4.250 92.36
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 93.64 93.56
PP 93.62 93.45
S1 93.59 93.34

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

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