NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 94.89 95.77 0.88 0.9% 91.73
High 96.45 96.92 0.47 0.5% 96.39
Low 94.46 95.02 0.56 0.6% 91.26
Close 95.88 96.69 0.81 0.8% 96.03
Range 1.99 1.90 -0.09 -4.5% 5.13
ATR 1.99 1.98 -0.01 -0.3% 0.00
Volume 244,870 224,449 -20,421 -8.3% 1,455,516
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.91 101.20 97.74
R3 100.01 99.30 97.21
R2 98.11 98.11 97.04
R1 97.40 97.40 96.86 97.76
PP 96.21 96.21 96.21 96.39
S1 95.50 95.50 96.52 95.86
S2 94.31 94.31 96.34
S3 92.41 93.60 96.17
S4 90.51 91.70 95.65
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 96.92 93.72 3.20 3.3% 1.90 2.0% 93% True False 258,445
10 96.92 91.26 5.66 5.9% 1.90 2.0% 96% True False 268,488
20 97.35 91.26 6.09 6.3% 1.98 2.0% 89% False False 261,973
40 97.38 86.16 11.22 11.6% 2.04 2.1% 94% False False 173,022
60 98.22 86.16 12.06 12.5% 2.00 2.1% 87% False False 132,057
80 98.57 86.16 12.41 12.8% 1.87 1.9% 85% False False 104,854
100 99.77 86.16 13.61 14.1% 1.75 1.8% 77% False False 89,284
120 99.77 86.16 13.61 14.1% 1.65 1.7% 77% False False 76,323
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.00
2.618 101.89
1.618 99.99
1.000 98.82
0.618 98.09
HIGH 96.92
0.618 96.19
0.500 95.97
0.382 95.75
LOW 95.02
0.618 93.85
1.000 93.12
1.618 91.95
2.618 90.05
4.250 86.95
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 96.45 96.29
PP 96.21 95.88
S1 95.97 95.48

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

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