NYMEX Light Sweet Crude Oil Future August 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 94.99 96.36 1.37 1.4% 91.98
High 96.60 96.49 -0.11 -0.1% 96.60
Low 93.97 95.44 1.47 1.6% 91.50
Close 96.27 96.00 -0.27 -0.3% 96.27
Range 2.63 1.05 -1.58 -60.1% 5.10
ATR 2.03 1.96 -0.07 -3.4% 0.00
Volume 97,635 114,844 17,209 17.6% 432,926
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.13 98.61 96.58
R3 98.08 97.56 96.29
R2 97.03 97.03 96.19
R1 96.51 96.51 96.10 96.25
PP 95.98 95.98 95.98 95.84
S1 95.46 95.46 95.90 95.20
S2 94.93 94.93 95.81
S3 93.88 94.41 95.71
S4 92.83 93.36 95.42
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 110.09 108.28 99.08
R3 104.99 103.18 97.67
R2 99.89 99.89 97.21
R1 98.08 98.08 96.74 98.99
PP 94.79 94.79 94.79 95.24
S1 92.98 92.98 95.80 93.89
S2 89.69 89.69 95.34
S3 84.59 87.88 94.87
S4 79.49 82.78 93.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.60 92.60 4.00 4.2% 1.68 1.7% 85% False False 87,861
10 96.60 91.50 5.10 5.3% 2.03 2.1% 88% False False 80,982
20 97.46 91.50 5.96 6.2% 1.92 2.0% 76% False False 71,617
40 97.46 86.29 11.17 11.6% 2.08 2.2% 87% False False 58,432
60 97.94 86.29 11.65 12.1% 1.90 2.0% 83% False False 45,680
80 99.49 86.29 13.20 13.8% 1.77 1.8% 74% False False 38,032
100 99.98 86.29 13.69 14.3% 1.64 1.7% 71% False False 33,518
120 99.98 86.29 13.69 14.3% 1.50 1.6% 71% False False 28,788
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 0.51
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 100.95
2.618 99.24
1.618 98.19
1.000 97.54
0.618 97.14
HIGH 96.49
0.618 96.09
0.500 95.97
0.382 95.84
LOW 95.44
0.618 94.79
1.000 94.39
1.618 93.74
2.618 92.69
4.250 90.98
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 95.99 95.75
PP 95.98 95.49
S1 95.97 95.24

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

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