NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 93.85 95.02 1.17 1.2% 98.17
High 95.59 96.17 0.58 0.6% 99.21
Low 92.67 94.59 1.92 2.1% 93.12
Close 95.18 95.32 0.14 0.1% 93.69
Range 2.92 1.58 -1.34 -45.9% 6.09
ATR 2.08 2.05 -0.04 -1.7% 0.00
Volume 315,821 267,541 -48,280 -15.3% 1,259,327
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.10 99.29 96.19
R3 98.52 97.71 95.75
R2 96.94 96.94 95.61
R1 96.13 96.13 95.46 96.54
PP 95.36 95.36 95.36 95.56
S1 94.55 94.55 95.18 94.96
S2 93.78 93.78 95.03
S3 92.20 92.97 94.89
S4 90.62 91.39 94.45
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 113.61 109.74 97.04
R3 107.52 103.65 95.36
R2 101.43 101.43 94.81
R1 97.56 97.56 94.25 96.45
PP 95.34 95.34 95.34 94.79
S1 91.47 91.47 93.13 90.36
S2 89.25 89.25 92.57
S3 83.16 85.38 92.02
S4 77.07 79.29 90.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.21 92.67 6.54 6.9% 2.45 2.6% 41% False False 309,606
10 99.21 92.67 6.54 6.9% 2.05 2.2% 41% False False 219,405
20 99.21 91.50 7.71 8.1% 2.00 2.1% 50% False False 153,314
40 99.21 90.29 8.92 9.4% 2.01 2.1% 56% False False 106,706
60 99.21 86.29 12.92 13.6% 2.03 2.1% 70% False False 80,962
80 99.21 86.29 12.92 13.6% 1.84 1.9% 70% False False 64,969
100 99.98 86.29 13.69 14.4% 1.76 1.8% 66% False False 55,191
120 99.98 86.29 13.69 14.4% 1.62 1.7% 66% False False 47,624
Crabel Price Patterns
NR True
NR4 True
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 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.89
2.618 100.31
1.618 98.73
1.000 97.75
0.618 97.15
HIGH 96.17
0.618 95.57
0.500 95.38
0.382 95.19
LOW 94.59
0.618 93.61
1.000 93.01
1.618 92.03
2.618 90.45
4.250 87.88
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 95.38 95.02
PP 95.36 94.72
S1 95.34 94.42

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

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