NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 96.61 96.40 -0.21 -0.2% 93.84
High 97.63 98.10 0.47 0.5% 97.63
Low 96.18 95.98 -0.20 -0.2% 92.60
Close 96.44 97.88 1.44 1.5% 96.44
Range 1.45 2.12 0.67 46.2% 5.03
ATR 1.96 1.98 0.01 0.6% 0.00
Volume 98,032 89,190 -8,842 -9.0% 574,256
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.68 102.90 99.05
R3 101.56 100.78 98.46
R2 99.44 99.44 98.27
R1 98.66 98.66 98.07 99.05
PP 97.32 97.32 97.32 97.52
S1 96.54 96.54 97.69 96.93
S2 95.20 95.20 97.49
S3 93.08 94.42 97.30
S4 90.96 92.30 96.71
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 98.10 93.64 4.46 4.6% 1.81 1.8% 95% True False 113,150
10 99.25 92.60 6.65 6.8% 2.08 2.1% 79% False False 99,472
20 99.25 92.60 6.65 6.8% 1.89 1.9% 79% False False 85,466
40 99.25 91.68 7.57 7.7% 1.88 1.9% 82% False False 66,029
60 99.25 86.26 12.99 13.3% 1.97 2.0% 89% False False 54,793
80 99.25 86.26 12.99 13.3% 1.83 1.9% 89% False False 46,229
100 99.69 86.26 13.43 13.7% 1.72 1.8% 87% False False 40,157
120 99.69 86.26 13.43 13.7% 1.59 1.6% 87% False False 35,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.11
2.618 103.65
1.618 101.53
1.000 100.22
0.618 99.41
HIGH 98.10
0.618 97.29
0.500 97.04
0.382 96.79
LOW 95.98
0.618 94.67
1.000 93.86
1.618 92.55
2.618 90.43
4.250 86.97
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 97.60 97.48
PP 97.32 97.08
S1 97.04 96.68

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

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