NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 95.52 96.81 1.29 1.4% 93.85
High 97.41 97.82 0.41 0.4% 97.82
Low 95.35 96.33 0.98 1.0% 92.67
Close 97.05 96.56 -0.49 -0.5% 96.56
Range 2.06 1.49 -0.57 -27.7% 5.15
ATR 2.05 2.01 -0.04 -1.9% 0.00
Volume 269,312 247,607 -21,705 -8.1% 1,391,698
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.37 100.46 97.38
R3 99.88 98.97 96.97
R2 98.39 98.39 96.83
R1 97.48 97.48 96.70 97.19
PP 96.90 96.90 96.90 96.76
S1 95.99 95.99 96.42 95.70
S2 95.41 95.41 96.29
S3 93.92 94.50 96.15
S4 92.43 93.01 95.74
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 111.13 109.00 99.39
R3 105.98 103.85 97.98
R2 100.83 100.83 97.50
R1 98.70 98.70 97.03 99.77
PP 95.68 95.68 95.68 96.22
S1 93.55 93.55 96.09 94.62
S2 90.53 90.53 95.62
S3 85.38 88.40 95.14
S4 80.23 83.25 93.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.82 92.67 5.15 5.3% 2.01 2.1% 76% True False 278,339
10 99.21 92.67 6.54 6.8% 2.04 2.1% 59% False False 265,102
20 99.21 91.50 7.71 8.0% 1.94 2.0% 66% False False 182,752
40 99.21 91.50 7.71 8.0% 1.94 2.0% 66% False False 123,272
60 99.21 86.29 12.92 13.4% 2.02 2.1% 79% False False 93,215
80 99.21 86.29 12.92 13.4% 1.87 1.9% 79% False False 74,554
100 99.83 86.29 13.54 14.0% 1.77 1.8% 76% False False 62,637
120 99.98 86.29 13.69 14.2% 1.65 1.7% 75% False False 54,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.15
2.618 101.72
1.618 100.23
1.000 99.31
0.618 98.74
HIGH 97.82
0.618 97.25
0.500 97.08
0.382 96.90
LOW 96.33
0.618 95.41
1.000 94.84
1.618 93.92
2.618 92.43
4.250 90.00
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 97.08 96.29
PP 96.90 96.02
S1 96.73 95.75

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

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