NYMEX Light Sweet Crude Oil Future October 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 94.55 95.28 0.73 0.8% 92.11
High 96.33 96.84 0.51 0.5% 96.34
Low 94.54 95.09 0.55 0.6% 91.54
Close 95.85 96.66 0.81 0.8% 96.05
Range 1.79 1.75 -0.04 -2.2% 4.80
ATR 1.78 1.77 0.00 -0.1% 0.00
Volume 26,784 18,649 -8,135 -30.4% 153,690
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.45 100.80 97.62
R3 99.70 99.05 97.14
R2 97.95 97.95 96.98
R1 97.30 97.30 96.82 97.63
PP 96.20 96.20 96.20 96.36
S1 95.55 95.55 96.50 95.88
S2 94.45 94.45 96.34
S3 92.70 93.80 96.18
S4 90.95 92.05 95.70
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 96.84 93.86 2.98 3.1% 1.69 1.8% 94% True False 27,986
10 96.84 91.54 5.30 5.5% 1.65 1.7% 97% True False 28,719
20 96.84 91.54 5.30 5.5% 1.75 1.8% 97% True False 23,342
40 96.84 86.64 10.20 10.6% 1.77 1.8% 98% True False 19,827
60 97.26 86.47 10.79 11.2% 1.72 1.8% 94% False False 16,612
80 98.31 86.47 11.84 12.2% 1.59 1.6% 86% False False 14,002
100 99.41 86.47 12.94 13.4% 1.43 1.5% 79% False False 12,806
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.28
2.618 101.42
1.618 99.67
1.000 98.59
0.618 97.92
HIGH 96.84
0.618 96.17
0.500 95.97
0.382 95.76
LOW 95.09
0.618 94.01
1.000 93.34
1.618 92.26
2.618 90.51
4.250 87.65
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 96.43 96.28
PP 96.20 95.89
S1 95.97 95.51

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

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