NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 93.50 93.79 0.29 0.3% 96.96
High 94.60 94.39 -0.21 -0.2% 98.41
Low 93.37 92.64 -0.73 -0.8% 92.18
Close 94.04 94.22 0.18 0.2% 92.74
Range 1.23 1.75 0.52 42.3% 6.23
ATR 1.80 1.80 0.00 -0.2% 0.00
Volume 34,080 53,952 19,872 58.3% 120,174
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.00 98.36 95.18
R3 97.25 96.61 94.70
R2 95.50 95.50 94.54
R1 94.86 94.86 94.38 95.18
PP 93.75 93.75 93.75 93.91
S1 93.11 93.11 94.06 93.43
S2 92.00 92.00 93.90
S3 90.25 91.36 93.74
S4 88.50 89.61 93.26
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 96.96 91.95 5.01 5.3% 2.22 2.4% 45% False False 33,563
10 98.41 91.95 6.46 6.9% 1.77 1.9% 35% False False 26,222
20 98.41 91.22 7.19 7.6% 1.69 1.8% 42% False False 23,252
40 98.41 89.26 9.15 9.7% 1.73 1.8% 54% False False 17,187
60 98.41 85.96 12.45 13.2% 1.73 1.8% 66% False False 14,114
80 98.41 85.96 12.45 13.2% 1.55 1.6% 66% False False 11,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.83
2.618 98.97
1.618 97.22
1.000 96.14
0.618 95.47
HIGH 94.39
0.618 93.72
0.500 93.52
0.382 93.31
LOW 92.64
0.618 91.56
1.000 90.89
1.618 89.81
2.618 88.06
4.250 85.20
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 93.99 93.91
PP 93.75 93.59
S1 93.52 93.28

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

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