NYMEX Light Sweet Crude Oil Future September 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 95.39 96.61 1.22 1.3% 93.84
High 97.25 97.63 0.38 0.4% 97.63
Low 95.26 96.18 0.92 1.0% 92.60
Close 96.89 96.44 -0.45 -0.5% 96.44
Range 1.99 1.45 -0.54 -27.1% 5.03
ATR 2.00 1.96 -0.04 -2.0% 0.00
Volume 105,715 98,032 -7,683 -7.3% 574,256
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.10 100.22 97.24
R3 99.65 98.77 96.84
R2 98.20 98.20 96.71
R1 97.32 97.32 96.57 97.04
PP 96.75 96.75 96.75 96.61
S1 95.87 95.87 96.31 95.59
S2 95.30 95.30 96.17
S3 93.85 94.42 96.04
S4 92.40 92.97 95.64
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 110.65 108.57 99.21
R3 105.62 103.54 97.82
R2 100.59 100.59 97.36
R1 98.51 98.51 96.90 99.55
PP 95.56 95.56 95.56 96.08
S1 93.48 93.48 95.98 94.52
S2 90.53 90.53 95.52
S3 85.50 88.45 95.06
S4 80.47 83.42 93.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.63 92.60 5.03 5.2% 1.95 2.0% 76% True False 114,851
10 99.25 92.60 6.65 6.9% 2.00 2.1% 58% False False 98,514
20 99.25 91.68 7.57 7.8% 1.90 2.0% 63% False False 85,442
40 99.25 91.68 7.57 7.8% 1.89 2.0% 63% False False 64,678
60 99.25 86.26 12.99 13.5% 1.96 2.0% 78% False False 53,898
80 99.25 86.26 12.99 13.5% 1.82 1.9% 78% False False 45,317
100 99.69 86.26 13.43 13.9% 1.72 1.8% 76% False False 39,486
120 99.69 86.26 13.43 13.9% 1.58 1.6% 76% False False 35,187
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 0.50
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.79
2.618 101.43
1.618 99.98
1.000 99.08
0.618 98.53
HIGH 97.63
0.618 97.08
0.500 96.91
0.382 96.73
LOW 96.18
0.618 95.28
1.000 94.73
1.618 93.83
2.618 92.38
4.250 90.02
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 96.91 96.17
PP 96.75 95.90
S1 96.60 95.64

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

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