NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 93.36 94.30 0.94 1.0% 97.66
High 94.92 95.36 0.44 0.5% 98.93
Low 92.24 93.88 1.64 1.8% 92.71
Close 94.56 94.67 0.11 0.1% 93.28
Range 2.68 1.48 -1.20 -44.8% 6.22
ATR 1.94 1.91 -0.03 -1.7% 0.00
Volume 32,826 56,282 23,456 71.5% 195,229
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.08 98.35 95.48
R3 97.60 96.87 95.08
R2 96.12 96.12 94.94
R1 95.39 95.39 94.81 95.76
PP 94.64 94.64 94.64 94.82
S1 93.91 93.91 94.53 94.28
S2 93.16 93.16 94.40
S3 91.68 92.43 94.26
S4 90.20 90.95 93.86
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% 2.31 2.4% 36% False False 43,067
10 98.93 92.24 6.69 7.1% 1.92 2.0% 36% False False 35,348
20 98.93 91.54 7.39 7.8% 1.83 1.9% 42% False False 31,762
40 98.93 89.65 9.28 9.8% 1.83 1.9% 54% False False 25,081
60 98.93 86.47 12.46 13.2% 1.83 1.9% 66% False False 20,665
80 98.93 86.47 12.46 13.2% 1.65 1.7% 66% False False 17,298
100 99.41 86.47 12.94 13.7% 1.53 1.6% 63% False False 15,430
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.65
2.618 99.23
1.618 97.75
1.000 96.84
0.618 96.27
HIGH 95.36
0.618 94.79
0.500 94.62
0.382 94.45
LOW 93.88
0.618 92.97
1.000 92.40
1.618 91.49
2.618 90.01
4.250 87.59
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 94.65 94.41
PP 94.64 94.15
S1 94.62 93.89

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

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