NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 96.83 97.30 0.47 0.5% 95.20
High 97.43 97.78 0.35 0.4% 97.07
Low 96.42 96.59 0.17 0.2% 93.20
Close 97.26 97.22 -0.04 0.0% 96.67
Range 1.01 1.19 0.18 17.8% 3.87
ATR 1.70 1.66 -0.04 -2.1% 0.00
Volume 58,955 48,479 -10,476 -17.8% 319,298
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.77 100.18 97.87
R3 99.58 98.99 97.55
R2 98.39 98.39 97.44
R1 97.80 97.80 97.33 97.50
PP 97.20 97.20 97.20 97.05
S1 96.61 96.61 97.11 96.31
S2 96.01 96.01 97.00
S3 94.82 95.42 96.89
S4 93.63 94.23 96.57
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 97.78 94.08 3.70 3.8% 1.37 1.4% 85% True False 60,966
10 97.78 92.88 4.90 5.0% 1.53 1.6% 89% True False 67,631
20 97.78 90.69 7.09 7.3% 1.72 1.8% 92% True False 62,189
40 97.78 88.78 9.00 9.3% 1.81 1.9% 94% True False 60,465
60 97.78 85.52 12.26 12.6% 1.81 1.9% 95% True False 59,034
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.84
2.618 100.90
1.618 99.71
1.000 98.97
0.618 98.52
HIGH 97.78
0.618 97.33
0.500 97.19
0.382 97.04
LOW 96.59
0.618 95.85
1.000 95.40
1.618 94.66
2.618 93.47
4.250 91.53
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 97.21 97.17
PP 97.20 97.12
S1 97.19 97.07

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

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