NYMEX Light Sweet Crude Oil Future August 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 98.83 98.20 -0.63 -0.6% 96.36
High 99.21 98.22 -0.99 -1.0% 98.48
Low 97.78 94.63 -3.15 -3.2% 94.29
Close 98.48 95.14 -3.34 -3.4% 98.07
Range 1.43 3.59 2.16 151.0% 4.19
ATR 1.82 1.96 0.15 8.0% 0.00
Volume 247,539 376,229 128,690 52.0% 571,098
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.77 104.54 97.11
R3 103.18 100.95 96.13
R2 99.59 99.59 95.80
R1 97.36 97.36 95.47 96.68
PP 96.00 96.00 96.00 95.66
S1 93.77 93.77 94.81 93.09
S2 92.41 92.41 94.48
S3 88.82 90.18 94.15
S4 85.23 86.59 93.17
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 99.21 94.63 4.58 4.8% 1.89 2.0% 11% False True 208,950
10 99.21 93.97 5.24 5.5% 1.88 2.0% 22% False False 158,715
20 99.21 91.50 7.71 8.1% 1.95 2.0% 47% False False 116,614
40 99.21 90.29 8.92 9.4% 1.98 2.1% 54% False False 86,031
60 99.21 86.29 12.92 13.6% 1.97 2.1% 68% False False 66,503
80 99.21 86.29 12.92 13.6% 1.80 1.9% 68% False False 53,829
100 99.98 86.29 13.69 14.4% 1.71 1.8% 65% False False 46,295
120 99.98 86.29 13.69 14.4% 1.59 1.7% 65% False False 40,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 113.48
2.618 107.62
1.618 104.03
1.000 101.81
0.618 100.44
HIGH 98.22
0.618 96.85
0.500 96.43
0.382 96.00
LOW 94.63
0.618 92.41
1.000 91.04
1.618 88.82
2.618 85.23
4.250 79.37
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 96.43 96.92
PP 96.00 96.33
S1 95.57 95.73

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

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