NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 94.14 95.43 1.29 1.4% 92.67
High 95.93 96.07 0.14 0.1% 96.07
Low 94.14 94.83 0.69 0.7% 91.95
Close 95.61 95.10 -0.51 -0.5% 95.10
Range 1.79 1.24 -0.55 -30.7% 4.12
ATR 1.80 1.76 -0.04 -2.2% 0.00
Volume 21,605 18,745 -2,860 -13.2% 151,588
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.05 98.32 95.78
R3 97.81 97.08 95.44
R2 96.57 96.57 95.33
R1 95.84 95.84 95.21 95.59
PP 95.33 95.33 95.33 95.21
S1 94.60 94.60 94.99 94.35
S2 94.09 94.09 94.87
S3 92.85 93.36 94.76
S4 91.61 92.12 94.42
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.73 105.04 97.37
R3 102.61 100.92 96.23
R2 98.49 98.49 95.86
R1 96.80 96.80 95.48 97.65
PP 94.37 94.37 94.37 94.80
S1 92.68 92.68 94.72 93.53
S2 90.25 90.25 94.34
S3 86.13 88.56 93.97
S4 82.01 84.44 92.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.07 91.95 4.12 4.3% 1.66 1.7% 76% True False 30,317
10 98.41 91.95 6.46 6.8% 1.76 1.8% 49% False False 27,176
20 98.41 91.22 7.19 7.6% 1.65 1.7% 54% False False 23,576
40 98.41 91.22 7.19 7.6% 1.66 1.7% 54% False False 17,585
60 98.41 85.96 12.45 13.1% 1.71 1.8% 73% False False 14,600
80 98.41 85.96 12.45 13.1% 1.57 1.7% 73% False False 12,230
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.34
2.618 99.32
1.618 98.08
1.000 97.31
0.618 96.84
HIGH 96.07
0.618 95.60
0.500 95.45
0.382 95.30
LOW 94.83
0.618 94.06
1.000 93.59
1.618 92.82
2.618 91.58
4.250 89.56
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 95.45 94.85
PP 95.33 94.60
S1 95.22 94.36

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

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