NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 94.76 93.36 -1.40 -1.5% 97.66
High 95.53 94.92 -0.61 -0.6% 98.93
Low 92.71 92.24 -0.47 -0.5% 92.71
Close 93.28 94.56 1.28 1.4% 93.28
Range 2.82 2.68 -0.14 -5.0% 6.22
ATR 1.88 1.94 0.06 3.0% 0.00
Volume 50,134 32,826 -17,308 -34.5% 195,229
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.95 100.93 96.03
R3 99.27 98.25 95.30
R2 96.59 96.59 95.05
R1 95.57 95.57 94.81 96.08
PP 93.91 93.91 93.91 94.16
S1 92.89 92.89 94.31 93.40
S2 91.23 91.23 94.07
S3 88.55 90.21 93.82
S4 85.87 87.53 93.09
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 113.63 109.68 96.70
R3 107.41 103.46 94.99
R2 101.19 101.19 94.42
R1 97.24 97.24 93.85 96.11
PP 94.97 94.97 94.97 94.41
S1 91.02 91.02 92.71 89.89
S2 88.75 88.75 92.14
S3 82.53 84.80 91.57
S4 76.31 78.58 89.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.93 92.24 6.69 7.1% 2.22 2.3% 35% False True 37,311
10 98.93 92.24 6.69 7.1% 1.93 2.0% 35% False True 32,220
20 98.93 91.54 7.39 7.8% 1.88 2.0% 41% False False 29,537
40 98.93 89.65 9.28 9.8% 1.83 1.9% 53% False False 23,973
60 98.93 86.47 12.46 13.2% 1.83 1.9% 65% False False 19,829
80 98.93 86.47 12.46 13.2% 1.64 1.7% 65% False False 16,652
100 99.41 86.47 12.94 13.7% 1.52 1.6% 63% False False 14,918
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.31
2.618 101.94
1.618 99.26
1.000 97.60
0.618 96.58
HIGH 94.92
0.618 93.90
0.500 93.58
0.382 93.26
LOW 92.24
0.618 90.58
1.000 89.56
1.618 87.90
2.618 85.22
4.250 80.85
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 94.23 95.02
PP 93.91 94.87
S1 93.58 94.71

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

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