NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 95.26 96.20 0.94 1.0% 95.73
High 96.38 97.63 1.25 1.3% 97.63
Low 94.65 96.20 1.55 1.6% 93.75
Close 96.20 97.30 1.10 1.1% 97.30
Range 1.73 1.43 -0.30 -17.3% 3.88
ATR 1.69 1.67 -0.02 -1.1% 0.00
Volume 13,419 17,395 3,976 29.6% 98,405
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.33 100.75 98.09
R3 99.90 99.32 97.69
R2 98.47 98.47 97.56
R1 97.89 97.89 97.43 98.18
PP 97.04 97.04 97.04 97.19
S1 96.46 96.46 97.17 96.75
S2 95.61 95.61 97.04
S3 94.18 95.03 96.91
S4 92.75 93.60 96.51
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 107.87 106.46 99.43
R3 103.99 102.58 98.37
R2 100.11 100.11 98.01
R1 98.70 98.70 97.66 99.41
PP 96.23 96.23 96.23 96.58
S1 94.82 94.82 96.94 95.53
S2 92.35 92.35 96.59
S3 88.47 90.94 96.23
S4 84.59 87.06 95.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.63 93.75 3.88 4.0% 1.38 1.4% 91% True False 19,681
10 97.63 91.22 6.41 6.6% 1.54 1.6% 95% True False 19,976
20 97.63 91.22 6.41 6.6% 1.65 1.7% 95% True False 16,209
40 97.63 87.50 10.13 10.4% 1.68 1.7% 97% True False 12,931
60 97.63 85.96 11.67 12.0% 1.64 1.7% 97% True False 10,932
80 97.63 85.96 11.67 12.0% 1.46 1.5% 97% True False 9,399
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.71
2.618 101.37
1.618 99.94
1.000 99.06
0.618 98.51
HIGH 97.63
0.618 97.08
0.500 96.92
0.382 96.75
LOW 96.20
0.618 95.32
1.000 94.77
1.618 93.89
2.618 92.46
4.250 90.12
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 97.17 96.88
PP 97.04 96.46
S1 96.92 96.05

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

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