NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 94.32 92.67 -1.65 -1.7% 96.96
High 94.88 94.26 -0.62 -0.7% 98.41
Low 92.18 91.95 -0.23 -0.2% 92.18
Close 92.74 93.91 1.17 1.3% 92.74
Range 2.70 2.31 -0.39 -14.4% 6.23
ATR 1.81 1.84 0.04 2.0% 0.00
Volume 31,062 23,206 -7,856 -25.3% 120,174
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.30 99.42 95.18
R3 97.99 97.11 94.55
R2 95.68 95.68 94.33
R1 94.80 94.80 94.12 95.24
PP 93.37 93.37 93.37 93.60
S1 92.49 92.49 93.70 92.93
S2 91.06 91.06 93.49
S3 88.75 90.18 93.27
S4 86.44 87.87 92.64
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 113.13 109.17 96.17
R3 106.90 102.94 94.45
R2 100.67 100.67 93.88
R1 96.71 96.71 93.31 95.58
PP 94.44 94.44 94.44 93.88
S1 90.48 90.48 92.17 89.35
S2 88.21 88.21 91.60
S3 81.98 84.25 91.03
S4 75.75 78.02 89.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.41 91.95 6.46 6.9% 2.06 2.2% 30% False True 23,650
10 98.41 91.95 6.46 6.9% 1.75 1.9% 30% False True 20,470
20 98.41 91.22 7.19 7.7% 1.77 1.9% 37% False False 19,960
40 98.41 89.26 9.15 9.7% 1.73 1.8% 51% False False 15,384
60 98.41 85.96 12.45 13.3% 1.72 1.8% 64% False False 12,795
80 98.41 85.96 12.45 13.3% 1.55 1.6% 64% False False 10,887
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.08
2.618 100.31
1.618 98.00
1.000 96.57
0.618 95.69
HIGH 94.26
0.618 93.38
0.500 93.11
0.382 92.83
LOW 91.95
0.618 90.52
1.000 89.64
1.618 88.21
2.618 85.90
4.250 82.13
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 93.64 94.46
PP 93.37 94.27
S1 93.11 94.09

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

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