NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 95.78 97.03 1.25 1.3% 93.36
High 97.38 98.48 1.10 1.1% 97.00
Low 95.36 96.81 1.45 1.5% 92.24
Close 97.02 98.38 1.36 1.4% 95.81
Range 2.02 1.67 -0.35 -17.3% 4.76
ATR 1.88 1.86 -0.01 -0.8% 0.00
Volume 48,007 86,240 38,233 79.6% 271,947
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 102.90 102.31 99.30
R3 101.23 100.64 98.84
R2 99.56 99.56 98.69
R1 98.97 98.97 98.53 99.27
PP 97.89 97.89 97.89 98.04
S1 97.30 97.30 98.23 97.60
S2 96.22 96.22 98.07
S3 94.55 95.63 97.92
S4 92.88 93.96 97.46
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 98.48 93.21 5.27 5.4% 1.76 1.8% 98% True False 63,417
10 98.93 92.24 6.69 6.8% 2.04 2.1% 92% False False 53,242
20 98.93 92.24 6.69 6.8% 1.76 1.8% 92% False False 41,546
40 98.93 91.54 7.39 7.5% 1.76 1.8% 93% False False 30,748
60 98.93 86.47 12.46 12.7% 1.84 1.9% 96% False False 25,127
80 98.93 86.47 12.46 12.7% 1.70 1.7% 96% False False 20,875
100 99.41 86.47 12.94 13.2% 1.58 1.6% 92% False False 18,196
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.58
2.618 102.85
1.618 101.18
1.000 100.15
0.618 99.51
HIGH 98.48
0.618 97.84
0.500 97.65
0.382 97.45
LOW 96.81
0.618 95.78
1.000 95.14
1.618 94.11
2.618 92.44
4.250 89.71
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 98.14 97.89
PP 97.89 97.41
S1 97.65 96.92

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

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