NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 94.30 94.40 0.10 0.1% 97.66
High 95.36 95.03 -0.33 -0.3% 98.93
Low 93.88 93.21 -0.67 -0.7% 92.71
Close 94.67 94.88 0.21 0.2% 93.28
Range 1.48 1.82 0.34 23.0% 6.22
ATR 1.91 1.90 -0.01 -0.3% 0.00
Volume 56,282 85,457 29,175 51.8% 195,229
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.83 99.18 95.88
R3 98.01 97.36 95.38
R2 96.19 96.19 95.21
R1 95.54 95.54 95.05 95.87
PP 94.37 94.37 94.37 94.54
S1 93.72 93.72 94.71 94.05
S2 92.55 92.55 94.55
S3 90.73 91.90 94.38
S4 88.91 90.08 93.88
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 97.80 92.24 5.56 5.9% 2.43 2.6% 47% False False 54,988
10 98.93 92.24 6.69 7.1% 1.92 2.0% 39% False False 41,215
20 98.93 91.54 7.39 7.8% 1.81 1.9% 45% False False 35,258
40 98.93 89.65 9.28 9.8% 1.84 1.9% 56% False False 26,888
60 98.93 86.47 12.46 13.1% 1.84 1.9% 67% False False 21,924
80 98.93 86.47 12.46 13.1% 1.66 1.7% 67% False False 18,291
100 99.41 86.47 12.94 13.6% 1.55 1.6% 65% False False 16,210
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.77
2.618 99.79
1.618 97.97
1.000 96.85
0.618 96.15
HIGH 95.03
0.618 94.33
0.500 94.12
0.382 93.91
LOW 93.21
0.618 92.09
1.000 91.39
1.618 90.27
2.618 88.45
4.250 85.48
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 94.63 94.52
PP 94.37 94.16
S1 94.12 93.80

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

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