NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 96.60 96.83 0.23 0.2% 95.20
High 97.55 97.43 -0.12 -0.1% 97.07
Low 96.36 96.42 0.06 0.1% 93.20
Close 96.79 97.26 0.47 0.5% 96.67
Range 1.19 1.01 -0.18 -15.1% 3.87
ATR 1.75 1.70 -0.05 -3.0% 0.00
Volume 100,267 58,955 -41,312 -41.2% 319,298
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.07 99.67 97.82
R3 99.06 98.66 97.54
R2 98.05 98.05 97.45
R1 97.65 97.65 97.35 97.85
PP 97.04 97.04 97.04 97.14
S1 96.64 96.64 97.17 96.84
S2 96.03 96.03 97.07
S3 95.02 95.63 96.98
S4 94.01 94.62 96.70
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 107.26 105.83 98.80
R3 103.39 101.96 97.73
R2 99.52 99.52 97.38
R1 98.09 98.09 97.02 98.81
PP 95.65 95.65 95.65 96.00
S1 94.22 94.22 96.32 94.94
S2 91.78 91.78 95.96
S3 87.91 90.35 95.61
S4 84.04 86.48 94.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.55 93.51 4.04 4.2% 1.50 1.5% 93% False False 61,597
10 97.55 92.83 4.72 4.9% 1.51 1.5% 94% False False 71,026
20 97.55 90.69 6.86 7.1% 1.72 1.8% 96% False False 62,852
40 97.55 87.49 10.06 10.3% 1.82 1.9% 97% False False 60,051
60 97.55 85.52 12.03 12.4% 1.82 1.9% 98% False False 58,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 100.07
1.618 99.06
1.000 98.44
0.618 98.05
HIGH 97.43
0.618 97.04
0.500 96.93
0.382 96.81
LOW 96.42
0.618 95.80
1.000 95.41
1.618 94.79
2.618 93.78
4.250 92.13
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 97.15 96.99
PP 97.04 96.72
S1 96.93 96.46

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

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