NYMEX Light Sweet Crude Oil Future October 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 95.68 94.55 -1.13 -1.2% 92.11
High 95.78 96.33 0.55 0.6% 96.34
Low 94.17 94.54 0.37 0.4% 91.54
Close 95.40 95.85 0.45 0.5% 96.05
Range 1.61 1.79 0.18 11.2% 4.80
ATR 1.77 1.78 0.00 0.1% 0.00
Volume 24,998 26,784 1,786 7.1% 153,690
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.94 100.19 96.83
R3 99.15 98.40 96.34
R2 97.36 97.36 96.18
R1 96.61 96.61 96.01 96.99
PP 95.57 95.57 95.57 95.76
S1 94.82 94.82 95.69 95.20
S2 93.78 93.78 95.52
S3 91.99 93.03 95.36
S4 90.20 91.24 94.87
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 93.86 2.48 2.6% 1.61 1.7% 80% False False 30,988
10 96.34 91.54 4.80 5.0% 1.69 1.8% 90% False False 29,301
20 96.83 91.54 5.29 5.5% 1.78 1.9% 81% False False 23,215
40 96.83 86.47 10.36 10.8% 1.80 1.9% 91% False False 19,675
60 97.26 86.47 10.79 11.3% 1.72 1.8% 87% False False 16,422
80 98.31 86.47 11.84 12.4% 1.58 1.6% 79% False False 13,845
100 99.41 86.47 12.94 13.5% 1.42 1.5% 72% False False 12,715
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 101.02
1.618 99.23
1.000 98.12
0.618 97.44
HIGH 96.33
0.618 95.65
0.500 95.44
0.382 95.22
LOW 94.54
0.618 93.43
1.000 92.75
1.618 91.64
2.618 89.85
4.250 86.93
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 95.71 95.65
PP 95.57 95.45
S1 95.44 95.25

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

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