NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 95.03 96.44 1.41 1.5% 92.12
High 96.61 96.55 -0.06 -0.1% 96.61
Low 94.03 95.51 1.48 1.6% 91.68
Close 96.32 96.07 -0.25 -0.3% 96.32
Range 2.58 1.04 -1.54 -59.7% 4.93
ATR 1.97 1.90 -0.07 -3.4% 0.00
Volume 66,937 100,109 33,172 49.6% 351,977
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.16 98.66 96.64
R3 98.12 97.62 96.36
R2 97.08 97.08 96.26
R1 96.58 96.58 96.17 96.31
PP 96.04 96.04 96.04 95.91
S1 95.54 95.54 95.97 95.27
S2 95.00 95.00 95.88
S3 93.96 94.50 95.78
S4 92.92 93.46 95.50
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.66 107.92 99.03
R3 104.73 102.99 97.68
R2 99.80 99.80 97.22
R1 98.06 98.06 96.77 98.93
PP 94.87 94.87 94.87 95.31
S1 93.13 93.13 95.87 94.00
S2 89.94 89.94 95.42
S3 85.01 88.20 94.96
S4 80.08 83.27 93.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.61 92.69 3.92 4.1% 1.65 1.7% 86% False False 72,675
10 96.61 91.68 4.93 5.1% 1.98 2.1% 89% False False 66,989
20 97.28 91.68 5.60 5.8% 1.87 1.9% 78% False False 53,290
40 97.28 86.26 11.02 11.5% 2.02 2.1% 89% False False 45,433
60 97.66 86.26 11.40 11.9% 1.85 1.9% 86% False False 37,389
80 99.40 86.26 13.14 13.7% 1.71 1.8% 75% False False 31,743
100 99.69 86.26 13.43 14.0% 1.57 1.6% 73% False False 29,042
120 99.69 86.26 13.43 14.0% 1.47 1.5% 73% False False 25,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 99.27
1.618 98.23
1.000 97.59
0.618 97.19
HIGH 96.55
0.618 96.15
0.500 96.03
0.382 95.91
LOW 95.51
0.618 94.87
1.000 94.47
1.618 93.83
2.618 92.79
4.250 91.09
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 96.06 95.81
PP 96.04 95.54
S1 96.03 95.28

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

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