NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 96.11 95.03 -1.08 -1.1% 92.12
High 96.16 96.67 0.51 0.5% 96.61
Low 94.38 94.72 0.34 0.4% 91.68
Close 95.66 96.13 0.47 0.5% 96.32
Range 1.78 1.95 0.17 9.6% 4.93
ATR 1.90 1.90 0.00 0.2% 0.00
Volume 69,874 63,942 -5,932 -8.5% 351,977
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.69 100.86 97.20
R3 99.74 98.91 96.67
R2 97.79 97.79 96.49
R1 96.96 96.96 96.31 97.38
PP 95.84 95.84 95.84 96.05
S1 95.01 95.01 95.95 95.43
S2 93.89 93.89 95.77
S3 91.94 93.06 95.59
S4 89.99 91.11 95.06
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 96.67 93.95 2.72 2.8% 1.79 1.9% 80% True False 74,247
10 96.67 91.68 4.99 5.2% 1.87 1.9% 89% True False 71,440
20 97.28 91.68 5.60 5.8% 1.91 2.0% 79% False False 56,432
40 97.28 86.26 11.02 11.5% 1.96 2.0% 90% False False 46,479
60 97.66 86.26 11.40 11.9% 1.87 1.9% 87% False False 39,144
80 98.45 86.26 12.19 12.7% 1.72 1.8% 81% False False 33,032
100 99.69 86.26 13.43 14.0% 1.59 1.7% 73% False False 30,105
120 99.69 86.26 13.43 14.0% 1.49 1.5% 73% False False 26,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.96
2.618 101.78
1.618 99.83
1.000 98.62
0.618 97.88
HIGH 96.67
0.618 95.93
0.500 95.70
0.382 95.46
LOW 94.72
0.618 93.51
1.000 92.77
1.618 91.56
2.618 89.61
4.250 86.43
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 95.99 95.93
PP 95.84 95.73
S1 95.70 95.53

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

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