NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 94.85 96.09 1.24 1.3% 93.36
High 96.68 97.00 0.32 0.3% 97.00
Low 94.85 95.55 0.70 0.7% 92.24
Close 96.31 95.81 -0.50 -0.5% 95.81
Range 1.83 1.45 -0.38 -20.8% 4.76
ATR 1.90 1.86 -0.03 -1.7% 0.00
Volume 50,530 46,852 -3,678 -7.3% 271,947
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.47 99.59 96.61
R3 99.02 98.14 96.21
R2 97.57 97.57 96.08
R1 96.69 96.69 95.94 96.41
PP 96.12 96.12 96.12 95.98
S1 95.24 95.24 95.68 94.96
S2 94.67 94.67 95.54
S3 93.22 93.79 95.41
S4 91.77 92.34 95.01
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.30 107.31 98.43
R3 104.54 102.55 97.12
R2 99.78 99.78 96.68
R1 97.79 97.79 96.25 98.79
PP 95.02 95.02 95.02 95.51
S1 93.03 93.03 95.37 94.03
S2 90.26 90.26 94.94
S3 85.50 88.27 94.50
S4 80.74 83.51 93.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.00 92.24 4.76 5.0% 1.85 1.9% 75% True False 54,389
10 98.93 92.24 6.69 7.0% 1.90 2.0% 53% False False 46,717
20 98.93 91.54 7.39 7.7% 1.78 1.9% 58% False False 37,838
40 98.93 91.54 7.39 7.7% 1.77 1.8% 58% False False 28,417
60 98.93 86.47 12.46 13.0% 1.82 1.9% 75% False False 23,269
80 98.93 86.47 12.46 13.0% 1.68 1.8% 75% False False 19,375
100 99.41 86.47 12.94 13.5% 1.57 1.6% 72% False False 17,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.16
2.618 100.80
1.618 99.35
1.000 98.45
0.618 97.90
HIGH 97.00
0.618 96.45
0.500 96.28
0.382 96.10
LOW 95.55
0.618 94.65
1.000 94.10
1.618 93.20
2.618 91.75
4.250 89.39
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 96.28 95.58
PP 96.12 95.34
S1 95.97 95.11

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

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