NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 96.36 95.97 -0.39 -0.4% 91.98
High 96.49 96.13 -0.36 -0.4% 96.60
Low 95.44 94.29 -1.15 -1.2% 91.50
Close 96.00 95.60 -0.40 -0.4% 96.27
Range 1.05 1.84 0.79 75.2% 5.10
ATR 1.96 1.95 -0.01 -0.4% 0.00
Volume 114,844 104,888 -9,956 -8.7% 432,926
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.86 100.07 96.61
R3 99.02 98.23 96.11
R2 97.18 97.18 95.94
R1 96.39 96.39 95.77 95.87
PP 95.34 95.34 95.34 95.08
S1 94.55 94.55 95.43 94.03
S2 93.50 93.50 95.26
S3 91.66 92.71 95.09
S4 89.82 90.87 94.59
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 93.64 2.96 3.1% 1.64 1.7% 66% False False 91,953
10 96.60 91.50 5.10 5.3% 1.95 2.0% 80% False False 87,224
20 97.46 91.50 5.96 6.2% 1.95 2.0% 69% False False 72,589
40 97.46 86.29 11.17 11.7% 2.04 2.1% 83% False False 59,737
60 97.94 86.29 11.65 12.2% 1.92 2.0% 80% False False 47,252
80 99.02 86.29 12.73 13.3% 1.78 1.9% 73% False False 39,144
100 99.98 86.29 13.69 14.3% 1.65 1.7% 68% False False 34,491
120 99.98 86.29 13.69 14.3% 1.51 1.6% 68% False False 29,617
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 100.95
1.618 99.11
1.000 97.97
0.618 97.27
HIGH 96.13
0.618 95.43
0.500 95.21
0.382 94.99
LOW 94.29
0.618 93.15
1.000 92.45
1.618 91.31
2.618 89.47
4.250 86.47
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 95.47 95.50
PP 95.34 95.39
S1 95.21 95.29

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

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