NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 95.03 95.98 0.95 1.0% 92.12
High 96.67 97.16 0.49 0.5% 96.61
Low 94.72 95.30 0.58 0.6% 91.68
Close 96.13 96.95 0.82 0.9% 96.32
Range 1.95 1.86 -0.09 -4.6% 4.93
ATR 1.90 1.90 0.00 -0.1% 0.00
Volume 63,942 73,903 9,961 15.6% 351,977
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.05 101.36 97.97
R3 100.19 99.50 97.46
R2 98.33 98.33 97.29
R1 97.64 97.64 97.12 97.99
PP 96.47 96.47 96.47 96.64
S1 95.78 95.78 96.78 96.13
S2 94.61 94.61 96.61
S3 92.75 93.92 96.44
S4 90.89 92.06 95.93
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 97.16 94.03 3.13 3.2% 1.84 1.9% 93% True False 74,953
10 97.16 91.68 5.48 5.7% 1.83 1.9% 96% True False 72,239
20 97.28 91.68 5.60 5.8% 1.90 2.0% 94% False False 58,280
40 97.28 86.26 11.02 11.4% 1.93 2.0% 97% False False 47,424
60 97.66 86.26 11.40 11.8% 1.87 1.9% 94% False False 40,142
80 98.45 86.26 12.19 12.6% 1.73 1.8% 88% False False 33,771
100 99.69 86.26 13.43 13.9% 1.60 1.7% 80% False False 30,704
120 99.69 86.26 13.43 13.9% 1.49 1.5% 80% False False 26,894
Crabel Price Patterns
NR True
NR4 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.07
2.618 102.03
1.618 100.17
1.000 99.02
0.618 98.31
HIGH 97.16
0.618 96.45
0.500 96.23
0.382 96.01
LOW 95.30
0.618 94.15
1.000 93.44
1.618 92.29
2.618 90.43
4.250 87.40
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 96.71 96.56
PP 96.47 96.16
S1 96.23 95.77

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

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