NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 98.59 95.80 -2.79 -2.8% 96.09
High 99.01 95.80 -3.21 -3.2% 98.25
Low 97.57 95.25 -2.32 -2.4% 94.04
Close 98.24 95.40 -2.84 -2.9% 97.85
Range 1.44 0.55 -0.89 -61.8% 4.21
ATR 1.85 1.93 0.08 4.4% 0.00
Volume 111,300 21,012 -90,288 -81.1% 1,202,300
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.13 96.82 95.70
R3 96.58 96.27 95.55
R2 96.03 96.03 95.50
R1 95.72 95.72 95.45 95.60
PP 95.48 95.48 95.48 95.43
S1 95.17 95.17 95.35 95.05
S2 94.93 94.93 95.30
S3 94.38 94.62 95.25
S4 93.83 94.07 95.10
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.34 107.81 100.17
R3 105.13 103.60 99.01
R2 100.92 100.92 98.62
R1 99.39 99.39 98.24 100.16
PP 96.71 96.71 96.71 97.10
S1 95.18 95.18 97.46 95.95
S2 92.50 92.50 97.08
S3 88.29 90.97 96.69
S4 84.08 86.76 95.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.01 95.25 3.76 3.9% 1.29 1.4% 4% False True 152,326
10 99.01 93.72 5.29 5.5% 1.59 1.7% 32% False False 205,385
20 99.01 91.26 7.75 8.1% 1.82 1.9% 53% False False 240,172
40 99.01 90.32 8.69 9.1% 1.95 2.0% 58% False False 184,845
60 99.01 86.16 12.85 13.5% 1.98 2.1% 72% False False 141,379
80 99.01 86.16 12.85 13.5% 1.83 1.9% 72% False False 113,180
100 99.77 86.16 13.61 14.3% 1.76 1.8% 68% False False 95,738
120 99.77 86.16 13.61 14.3% 1.66 1.7% 68% False False 82,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 98.14
2.618 97.24
1.618 96.69
1.000 96.35
0.618 96.14
HIGH 95.80
0.618 95.59
0.500 95.53
0.382 95.46
LOW 95.25
0.618 94.91
1.000 94.70
1.618 94.36
2.618 93.81
4.250 92.91
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 95.53 97.13
PP 95.48 96.55
S1 95.44 95.98

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

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