NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 96.09 95.78 -0.31 -0.3% 93.36
High 97.00 97.38 0.38 0.4% 97.00
Low 95.55 95.36 -0.19 -0.2% 92.24
Close 95.81 97.02 1.21 1.3% 95.81
Range 1.45 2.02 0.57 39.3% 4.76
ATR 1.86 1.88 0.01 0.6% 0.00
Volume 46,852 48,007 1,155 2.5% 271,947
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 102.65 101.85 98.13
R3 100.63 99.83 97.58
R2 98.61 98.61 97.39
R1 97.81 97.81 97.21 98.21
PP 96.59 96.59 96.59 96.79
S1 95.79 95.79 96.83 96.19
S2 94.57 94.57 96.65
S3 92.55 93.77 96.46
S4 90.53 91.75 95.91
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 97.38 93.21 4.17 4.3% 1.72 1.8% 91% True False 57,425
10 98.93 92.24 6.69 6.9% 1.97 2.0% 71% False False 47,368
20 98.93 92.24 6.69 6.9% 1.77 1.8% 71% False False 38,845
40 98.93 91.54 7.39 7.6% 1.76 1.8% 74% False False 29,138
60 98.93 86.47 12.46 12.8% 1.83 1.9% 85% False False 23,887
80 98.93 86.47 12.46 12.8% 1.69 1.7% 85% False False 19,915
100 99.41 86.47 12.94 13.3% 1.58 1.6% 82% False False 17,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.97
2.618 102.67
1.618 100.65
1.000 99.40
0.618 98.63
HIGH 97.38
0.618 96.61
0.500 96.37
0.382 96.13
LOW 95.36
0.618 94.11
1.000 93.34
1.618 92.09
2.618 90.07
4.250 86.78
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 96.80 96.72
PP 96.59 96.42
S1 96.37 96.12

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

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