NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 96.10 95.68 -0.42 -0.4% 92.11
High 96.22 95.78 -0.44 -0.5% 96.34
Low 95.38 94.17 -1.21 -1.3% 91.54
Close 95.84 95.40 -0.44 -0.5% 96.05
Range 0.84 1.61 0.77 91.7% 4.80
ATR 1.78 1.77 -0.01 -0.5% 0.00
Volume 41,749 24,998 -16,751 -40.1% 153,690
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.95 99.28 96.29
R3 98.34 97.67 95.84
R2 96.73 96.73 95.70
R1 96.06 96.06 95.55 95.59
PP 95.12 95.12 95.12 94.88
S1 94.45 94.45 95.25 93.98
S2 93.51 93.51 95.10
S3 91.90 92.84 94.96
S4 90.29 91.23 94.51
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.04 107.35 98.69
R3 104.24 102.55 97.37
R2 99.44 99.44 96.93
R1 97.75 97.75 96.49 98.60
PP 94.64 94.64 94.64 95.07
S1 92.95 92.95 95.61 93.80
S2 89.84 89.84 95.17
S3 85.04 88.15 94.73
S4 80.24 83.35 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.34 93.71 2.63 2.8% 1.43 1.5% 64% False False 32,072
10 96.34 91.54 4.80 5.0% 1.74 1.8% 80% False False 28,176
20 96.83 91.54 5.29 5.5% 1.76 1.8% 73% False False 22,652
40 96.83 86.47 10.36 10.9% 1.81 1.9% 86% False False 19,513
60 97.26 86.47 10.79 11.3% 1.72 1.8% 83% False False 16,086
80 98.53 86.47 12.06 12.6% 1.58 1.7% 74% False False 13,569
100 99.41 86.47 12.94 13.6% 1.42 1.5% 69% False False 12,494
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.62
2.618 99.99
1.618 98.38
1.000 97.39
0.618 96.77
HIGH 95.78
0.618 95.16
0.500 94.98
0.382 94.79
LOW 94.17
0.618 93.18
1.000 92.56
1.618 91.57
2.618 89.96
4.250 87.33
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 95.26 95.30
PP 95.12 95.20
S1 94.98 95.10

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

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