NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 95.99 96.90 0.91 0.9% 96.36
High 97.14 98.48 1.34 1.4% 98.48
Low 95.24 96.64 1.40 1.5% 94.29
Close 96.92 98.07 1.15 1.2% 98.07
Range 1.90 1.84 -0.06 -3.2% 4.19
ATR 1.95 1.94 -0.01 -0.4% 0.00
Volume 113,128 126,328 13,200 11.7% 571,098
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 103.25 102.50 99.08
R3 101.41 100.66 98.58
R2 99.57 99.57 98.41
R1 98.82 98.82 98.24 99.20
PP 97.73 97.73 97.73 97.92
S1 96.98 96.98 97.90 97.36
S2 95.89 95.89 97.73
S3 94.05 95.14 97.56
S4 92.21 93.30 97.06
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.52 107.98 100.37
R3 105.33 103.79 99.22
R2 101.14 101.14 98.84
R1 99.60 99.60 98.45 100.37
PP 96.95 96.95 96.95 97.33
S1 95.41 95.41 97.69 96.18
S2 92.76 92.76 97.30
S3 88.57 91.22 96.92
S4 84.38 87.03 95.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.48 94.29 4.19 4.3% 1.72 1.8% 90% True False 114,219
10 98.48 91.50 6.98 7.1% 1.84 1.9% 94% True False 100,402
20 98.48 91.50 6.98 7.1% 1.92 2.0% 94% True False 81,694
40 98.48 88.11 10.37 10.6% 1.97 2.0% 96% True False 66,384
60 98.48 86.29 12.19 12.4% 1.94 2.0% 97% True False 52,342
80 98.48 86.29 12.19 12.4% 1.78 1.8% 97% True False 43,037
100 99.98 86.29 13.69 14.0% 1.68 1.7% 86% False False 37,703
120 99.98 86.29 13.69 14.0% 1.54 1.6% 86% False False 32,468
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 3 trading days
Fibonacci Retracements and Extensions
4.250 106.30
2.618 103.30
1.618 101.46
1.000 100.32
0.618 99.62
HIGH 98.48
0.618 97.78
0.500 97.56
0.382 97.34
LOW 96.64
0.618 95.50
1.000 94.80
1.618 93.66
2.618 91.82
4.250 88.82
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 97.90 97.57
PP 97.73 97.07
S1 97.56 96.58

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

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