NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 97.99 96.95 -1.04 -1.1% 95.73
High 98.41 96.96 -1.45 -1.5% 97.63
Low 97.23 93.86 -3.37 -3.5% 93.75
Close 97.84 94.31 -3.53 -3.6% 97.30
Range 1.18 3.10 1.92 162.7% 3.88
ATR 1.57 1.74 0.17 11.0% 0.00
Volume 17,579 25,518 7,939 45.2% 98,405
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 104.34 102.43 96.02
R3 101.24 99.33 95.16
R2 98.14 98.14 94.88
R1 96.23 96.23 94.59 95.64
PP 95.04 95.04 95.04 94.75
S1 93.13 93.13 94.03 92.54
S2 91.94 91.94 93.74
S3 88.84 90.03 93.46
S4 85.74 86.93 92.61
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 98.41 93.86 4.55 4.8% 1.59 1.7% 10% False True 21,301
10 98.41 93.41 5.00 5.3% 1.59 1.7% 18% False False 21,069
20 98.41 91.22 7.19 7.6% 1.68 1.8% 43% False False 18,444
40 98.41 89.26 9.15 9.7% 1.70 1.8% 55% False False 14,493
60 98.41 85.96 12.45 13.2% 1.66 1.8% 67% False False 12,107
80 98.41 85.96 12.45 13.2% 1.51 1.6% 67% False False 10,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 110.14
2.618 105.08
1.618 101.98
1.000 100.06
0.618 98.88
HIGH 96.96
0.618 95.78
0.500 95.41
0.382 95.04
LOW 93.86
0.618 91.94
1.000 90.76
1.618 88.84
2.618 85.74
4.250 80.69
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 95.41 96.14
PP 95.04 95.53
S1 94.68 94.92

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

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