NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 95.04 94.79 -0.25 -0.3% 94.95
High 95.04 95.24 0.20 0.2% 95.61
Low 94.75 94.67 -0.08 -0.1% 94.38
Close 94.89 95.24 0.35 0.4% 94.68
Range 0.29 0.57 0.28 96.6% 1.23
ATR 0.66 0.65 -0.01 -0.9% 0.00
Volume 2,840 3,121 281 9.9% 18,973
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.76 96.57 95.55
R3 96.19 96.00 95.40
R2 95.62 95.62 95.34
R1 95.43 95.43 95.29 95.53
PP 95.05 95.05 95.05 95.10
S1 94.86 94.86 95.19 94.96
S2 94.48 94.48 95.14
S3 93.91 94.29 95.08
S4 93.34 93.72 94.93
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.58 97.86 95.36
R3 97.35 96.63 95.02
R2 96.12 96.12 94.91
R1 95.40 95.40 94.79 95.15
PP 94.89 94.89 94.89 94.76
S1 94.17 94.17 94.57 93.92
S2 93.66 93.66 94.45
S3 92.43 92.94 94.34
S4 91.20 91.71 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.61 94.38 1.23 1.3% 0.52 0.6% 70% False False 3,955
10 95.61 93.67 1.94 2.0% 0.45 0.5% 81% False False 3,689
20 95.61 89.40 6.21 6.5% 0.40 0.4% 94% False False 3,095
40 95.61 88.01 7.60 8.0% 0.38 0.4% 95% False False 3,355
60 95.61 87.56 8.05 8.5% 0.37 0.4% 95% False False 2,529
80 95.61 84.98 10.63 11.2% 0.28 0.3% 97% False False 2,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.66
2.618 96.73
1.618 96.16
1.000 95.81
0.618 95.59
HIGH 95.24
0.618 95.02
0.500 94.96
0.382 94.89
LOW 94.67
0.618 94.32
1.000 94.10
1.618 93.75
2.618 93.18
4.250 92.25
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 95.15 95.14
PP 95.05 95.04
S1 94.96 94.95

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

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