NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 94.79 94.74 -0.05 -0.1% 94.95
High 95.24 94.75 -0.49 -0.5% 95.61
Low 94.67 93.98 -0.69 -0.7% 94.38
Close 95.24 94.52 -0.72 -0.8% 94.68
Range 0.57 0.77 0.20 35.1% 1.23
ATR 0.65 0.69 0.04 6.7% 0.00
Volume 3,121 3,286 165 5.3% 18,973
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.73 96.39 94.94
R3 95.96 95.62 94.73
R2 95.19 95.19 94.66
R1 94.85 94.85 94.59 94.64
PP 94.42 94.42 94.42 94.31
S1 94.08 94.08 94.45 93.87
S2 93.65 93.65 94.38
S3 92.88 93.31 94.31
S4 92.11 92.54 94.10
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 93.98 1.63 1.7% 0.60 0.6% 33% False True 4,428
10 95.61 93.98 1.63 1.7% 0.48 0.5% 33% False True 3,717
20 95.61 89.60 6.01 6.4% 0.43 0.5% 82% False False 3,121
40 95.61 88.01 7.60 8.0% 0.40 0.4% 86% False False 3,425
60 95.61 87.56 8.05 8.5% 0.38 0.4% 86% False False 2,579
80 95.61 84.98 10.63 11.2% 0.29 0.3% 90% False False 2,078
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 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.02
2.618 96.77
1.618 96.00
1.000 95.52
0.618 95.23
HIGH 94.75
0.618 94.46
0.500 94.37
0.382 94.27
LOW 93.98
0.618 93.50
1.000 93.21
1.618 92.73
2.618 91.96
4.250 90.71
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 94.47 94.61
PP 94.42 94.58
S1 94.37 94.55

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

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