NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 96.60 97.66 1.06 1.1% 96.10
High 98.14 98.73 0.59 0.6% 98.14
Low 96.39 97.43 1.04 1.1% 94.17
Close 97.82 97.87 0.05 0.1% 97.82
Range 1.75 1.30 -0.45 -25.7% 3.97
ATR 1.77 1.74 -0.03 -1.9% 0.00
Volume 23,714 41,498 17,784 75.0% 135,894
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.91 101.19 98.59
R3 100.61 99.89 98.23
R2 99.31 99.31 98.11
R1 98.59 98.59 97.99 98.95
PP 98.01 98.01 98.01 98.19
S1 97.29 97.29 97.75 97.65
S2 96.71 96.71 97.63
S3 95.41 95.99 97.51
S4 94.11 94.69 97.16
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 98.73 94.17 4.56 4.7% 1.64 1.7% 81% True False 27,128
10 98.73 92.58 6.15 6.3% 1.57 1.6% 86% True False 30,322
20 98.73 91.54 7.19 7.3% 1.73 1.8% 88% True False 24,671
40 98.73 87.95 10.78 11.0% 1.78 1.8% 92% True False 20,813
60 98.73 86.47 12.26 12.5% 1.74 1.8% 93% True False 17,493
80 98.73 86.47 12.26 12.5% 1.57 1.6% 93% True False 14,657
100 99.41 86.47 12.94 13.2% 1.45 1.5% 88% False False 13,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.26
2.618 102.13
1.618 100.83
1.000 100.03
0.618 99.53
HIGH 98.73
0.618 98.23
0.500 98.08
0.382 97.93
LOW 97.43
0.618 96.63
1.000 96.13
1.618 95.33
2.618 94.03
4.250 91.91
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 98.08 97.55
PP 98.01 97.23
S1 97.94 96.91

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

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