NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 96.20 96.96 0.76 0.8% 95.73
High 97.63 98.20 0.57 0.6% 97.63
Low 96.20 96.94 0.74 0.8% 93.75
Close 97.30 97.39 0.09 0.1% 97.30
Range 1.43 1.26 -0.17 -11.9% 3.88
ATR 1.67 1.64 -0.03 -1.8% 0.00
Volume 17,395 25,126 7,731 44.4% 98,405
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.29 100.60 98.08
R3 100.03 99.34 97.74
R2 98.77 98.77 97.62
R1 98.08 98.08 97.51 98.43
PP 97.51 97.51 97.51 97.68
S1 96.82 96.82 97.27 97.17
S2 96.25 96.25 97.16
S3 94.99 95.56 97.04
S4 93.73 94.30 96.70
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 98.20 93.75 4.45 4.6% 1.45 1.5% 82% True False 17,290
10 98.20 92.23 5.97 6.1% 1.45 1.5% 86% True False 20,506
20 98.20 91.22 6.98 7.2% 1.64 1.7% 88% True False 16,964
40 98.20 87.54 10.66 10.9% 1.70 1.7% 92% True False 13,380
60 98.20 85.96 12.24 12.6% 1.64 1.7% 93% True False 11,282
80 98.20 85.96 12.24 12.6% 1.47 1.5% 93% True False 9,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.56
2.618 101.50
1.618 100.24
1.000 99.46
0.618 98.98
HIGH 98.20
0.618 97.72
0.500 97.57
0.382 97.42
LOW 96.94
0.618 96.16
1.000 95.68
1.618 94.90
2.618 93.64
4.250 91.59
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 97.57 97.07
PP 97.51 96.75
S1 97.45 96.43

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

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