NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 93.46 93.88 0.42 0.4% 90.41
High 93.72 94.11 0.39 0.4% 93.40
Low 93.46 93.67 0.21 0.2% 90.41
Close 93.67 94.09 0.42 0.4% 93.34
Range 0.26 0.44 0.18 69.2% 2.99
ATR 0.83 0.80 -0.03 -3.3% 0.00
Volume 2,678 3,005 327 12.2% 11,446
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.28 95.12 94.33
R3 94.84 94.68 94.21
R2 94.40 94.40 94.17
R1 94.24 94.24 94.13 94.32
PP 93.96 93.96 93.96 94.00
S1 93.80 93.80 94.05 93.88
S2 93.52 93.52 94.01
S3 93.08 93.36 93.97
S4 92.64 92.92 93.85
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 94.11 92.40 1.71 1.8% 0.41 0.4% 99% True False 3,153
10 94.11 89.60 4.51 4.8% 0.39 0.4% 100% True False 2,526
20 94.11 88.01 6.10 6.5% 0.31 0.3% 100% True False 2,277
40 94.11 88.01 6.10 6.5% 0.41 0.4% 100% True False 2,713
60 94.11 84.98 9.13 9.7% 0.30 0.3% 100% True False 2,085
80 94.11 84.98 9.13 9.7% 0.23 0.2% 100% True False 1,660
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.98
2.618 95.26
1.618 94.82
1.000 94.55
0.618 94.38
HIGH 94.11
0.618 93.94
0.500 93.89
0.382 93.84
LOW 93.67
0.618 93.40
1.000 93.23
1.618 92.96
2.618 92.52
4.250 91.80
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 94.02 93.90
PP 93.96 93.72
S1 93.89 93.53

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

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