NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 93.79 94.14 0.35 0.4% 96.96
High 94.39 95.93 1.54 1.6% 98.41
Low 92.64 94.14 1.50 1.6% 92.18
Close 94.22 95.61 1.39 1.5% 92.74
Range 1.75 1.79 0.04 2.3% 6.23
ATR 1.80 1.80 0.00 0.0% 0.00
Volume 53,952 21,605 -32,347 -60.0% 120,174
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.60 99.89 96.59
R3 98.81 98.10 96.10
R2 97.02 97.02 95.94
R1 96.31 96.31 95.77 96.67
PP 95.23 95.23 95.23 95.40
S1 94.52 94.52 95.45 94.88
S2 93.44 93.44 95.28
S3 91.65 92.73 95.12
S4 89.86 90.94 94.63
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 95.93 91.95 3.98 4.2% 1.96 2.0% 92% True False 32,781
10 98.41 91.95 6.46 6.8% 1.77 1.9% 57% False False 27,041
20 98.41 91.22 7.19 7.5% 1.68 1.8% 61% False False 23,414
40 98.41 90.19 8.22 8.6% 1.70 1.8% 66% False False 17,483
60 98.41 85.96 12.45 13.0% 1.72 1.8% 78% False False 14,380
80 98.41 85.96 12.45 13.0% 1.57 1.6% 78% False False 12,071
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.54
2.618 100.62
1.618 98.83
1.000 97.72
0.618 97.04
HIGH 95.93
0.618 95.25
0.500 95.04
0.382 94.82
LOW 94.14
0.618 93.03
1.000 92.35
1.618 91.24
2.618 89.45
4.250 86.53
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 95.42 95.17
PP 95.23 94.73
S1 95.04 94.29

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

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