NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 94.72 96.09 1.37 1.4% 91.73
High 96.39 96.25 -0.14 -0.1% 96.39
Low 93.72 95.19 1.47 1.6% 91.26
Close 96.03 95.77 -0.26 -0.3% 96.03
Range 2.67 1.06 -1.61 -60.3% 5.13
ATR 2.07 2.00 -0.07 -3.5% 0.00
Volume 330,833 234,601 -96,232 -29.1% 1,455,516
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.92 98.40 96.35
R3 97.86 97.34 96.06
R2 96.80 96.80 95.96
R1 96.28 96.28 95.87 96.01
PP 95.74 95.74 95.74 95.60
S1 95.22 95.22 95.67 94.95
S2 94.68 94.68 95.58
S3 93.62 94.16 95.48
S4 92.56 93.10 95.19
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.95 108.12 98.85
R3 104.82 102.99 97.44
R2 99.69 99.69 96.97
R1 97.86 97.86 96.50 98.78
PP 94.56 94.56 94.56 95.02
S1 92.73 92.73 95.56 93.65
S2 89.43 89.43 95.09
S3 84.30 87.60 94.62
S4 79.17 82.47 93.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.39 92.38 4.01 4.2% 1.69 1.8% 85% False False 280,528
10 96.39 91.26 5.13 5.4% 2.06 2.2% 88% False False 278,740
20 97.35 91.26 6.09 6.4% 1.96 2.0% 74% False False 244,735
40 97.38 86.16 11.22 11.7% 2.13 2.2% 86% False False 160,180
60 98.22 86.16 12.06 12.6% 1.99 2.1% 80% False False 121,046
80 99.44 86.16 13.28 13.9% 1.85 1.9% 72% False False 96,618
100 99.77 86.16 13.61 14.2% 1.73 1.8% 71% False False 82,516
120 99.77 86.16 13.61 14.2% 1.62 1.7% 71% False False 70,451
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 99.03
1.618 97.97
1.000 97.31
0.618 96.91
HIGH 96.25
0.618 95.85
0.500 95.72
0.382 95.59
LOW 95.19
0.618 94.53
1.000 94.13
1.618 93.47
2.618 92.41
4.250 90.69
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 95.75 95.53
PP 95.74 95.28
S1 95.72 95.04

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

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