NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 98.01 98.50 0.49 0.5% 96.10
High 98.58 98.93 0.35 0.4% 98.14
Low 97.56 97.70 0.14 0.1% 94.17
Close 98.43 98.31 -0.12 -0.1% 97.82
Range 1.02 1.23 0.21 20.6% 3.97
ATR 1.69 1.65 -0.03 -1.9% 0.00
Volume 27,501 25,852 -1,649 -6.0% 135,894
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.00 101.39 98.99
R3 100.77 100.16 98.65
R2 99.54 99.54 98.54
R1 98.93 98.93 98.42 98.62
PP 98.31 98.31 98.31 98.16
S1 97.70 97.70 98.20 97.39
S2 97.08 97.08 98.08
S3 95.85 96.47 97.97
S4 94.62 95.24 97.63
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 98.93 95.09 3.84 3.9% 1.41 1.4% 84% True False 27,442
10 98.93 93.86 5.07 5.2% 1.51 1.5% 88% True False 29,215
20 98.93 91.54 7.39 7.5% 1.70 1.7% 92% True False 25,655
40 98.93 89.40 9.53 9.7% 1.76 1.8% 93% True False 21,818
60 98.93 86.47 12.46 12.7% 1.74 1.8% 95% True False 18,186
80 98.93 86.47 12.46 12.7% 1.57 1.6% 95% True False 15,198
100 99.41 86.47 12.94 13.2% 1.45 1.5% 91% False False 13,720
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.16
2.618 102.15
1.618 100.92
1.000 100.16
0.618 99.69
HIGH 98.93
0.618 98.46
0.500 98.32
0.382 98.17
LOW 97.70
0.618 96.94
1.000 96.47
1.618 95.71
2.618 94.48
4.250 92.47
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 98.32 98.27
PP 98.31 98.22
S1 98.31 98.18

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

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