NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 98.50 97.80 -0.70 -0.7% 96.10
High 98.93 97.80 -1.13 -1.1% 98.14
Low 97.70 94.45 -3.25 -3.3% 94.17
Close 98.31 94.84 -3.47 -3.5% 97.82
Range 1.23 3.35 2.12 172.4% 3.97
ATR 1.65 1.81 0.16 9.5% 0.00
Volume 25,852 50,244 24,392 94.4% 135,894
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.75 103.64 96.68
R3 102.40 100.29 95.76
R2 99.05 99.05 95.45
R1 96.94 96.94 95.15 96.32
PP 95.70 95.70 95.70 95.39
S1 93.59 93.59 94.53 92.97
S2 92.35 92.35 94.23
S3 89.00 90.24 93.92
S4 85.65 86.89 93.00
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 94.45 4.48 4.7% 1.73 1.8% 9% False True 33,761
10 98.93 93.86 5.07 5.3% 1.71 1.8% 19% False False 30,874
20 98.93 91.54 7.39 7.8% 1.77 1.9% 45% False False 27,370
40 98.93 89.65 9.28 9.8% 1.79 1.9% 56% False False 22,659
60 98.93 86.47 12.46 13.1% 1.77 1.9% 67% False False 18,836
80 98.93 86.47 12.46 13.1% 1.60 1.7% 67% False False 15,778
100 99.41 86.47 12.94 13.6% 1.48 1.6% 65% False False 14,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 112.04
2.618 106.57
1.618 103.22
1.000 101.15
0.618 99.87
HIGH 97.80
0.618 96.52
0.500 96.13
0.382 95.73
LOW 94.45
0.618 92.38
1.000 91.10
1.618 89.03
2.618 85.68
4.250 80.21
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 96.13 96.69
PP 95.70 96.07
S1 95.27 95.46

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

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