NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 95.28 96.60 1.32 1.4% 96.10
High 96.84 98.14 1.30 1.3% 98.14
Low 95.09 96.39 1.30 1.4% 94.17
Close 96.66 97.82 1.16 1.2% 97.82
Range 1.75 1.75 0.00 0.0% 3.97
ATR 1.77 1.77 0.00 -0.1% 0.00
Volume 18,649 23,714 5,065 27.2% 135,894
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.70 102.01 98.78
R3 100.95 100.26 98.30
R2 99.20 99.20 98.14
R1 98.51 98.51 97.98 98.86
PP 97.45 97.45 97.45 97.62
S1 96.76 96.76 97.66 97.11
S2 95.70 95.70 97.50
S3 93.95 95.01 97.34
S4 92.20 93.26 96.86
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 108.62 107.19 100.00
R3 104.65 103.22 98.91
R2 100.68 100.68 98.55
R1 99.25 99.25 98.18 99.97
PP 96.71 96.71 96.71 97.07
S1 95.28 95.28 97.46 96.00
S2 92.74 92.74 97.09
S3 88.77 91.31 96.73
S4 84.80 87.34 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.14 94.17 3.97 4.1% 1.55 1.6% 92% True False 27,178
10 98.14 91.54 6.60 6.7% 1.66 1.7% 95% True False 28,958
20 98.14 91.54 6.60 6.7% 1.73 1.8% 95% True False 23,512
40 98.14 87.85 10.29 10.5% 1.76 1.8% 97% True False 20,057
60 98.14 86.47 11.67 11.9% 1.74 1.8% 97% True False 16,890
80 98.14 86.47 11.67 11.9% 1.58 1.6% 97% True False 14,212
100 99.41 86.47 12.94 13.2% 1.44 1.5% 88% False False 13,001
Crabel Price Patterns
NR False
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 0.33
Fibonacci Retracements and Extensions
4.250 105.58
2.618 102.72
1.618 100.97
1.000 99.89
0.618 99.22
HIGH 98.14
0.618 97.47
0.500 97.27
0.382 97.06
LOW 96.39
0.618 95.31
1.000 94.64
1.618 93.56
2.618 91.81
4.250 88.95
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 97.64 97.33
PP 97.45 96.83
S1 97.27 96.34

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

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