NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 96.76 93.54 -3.22 -3.3% 96.60
High 96.77 94.30 -2.47 -2.6% 97.78
Low 93.20 91.51 -1.69 -1.8% 91.51
Close 93.66 92.09 -1.57 -1.7% 92.09
Range 3.57 2.79 -0.78 -21.8% 6.27
ATR 1.83 1.90 0.07 3.7% 0.00
Volume 63,976 95,941 31,965 50.0% 367,618
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.00 99.34 93.62
R3 98.21 96.55 92.86
R2 95.42 95.42 92.60
R1 93.76 93.76 92.35 93.20
PP 92.63 92.63 92.63 92.35
S1 90.97 90.97 91.83 90.41
S2 89.84 89.84 91.58
S3 87.05 88.18 91.32
S4 84.26 85.39 90.56
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 112.60 108.62 95.54
R3 106.33 102.35 93.81
R2 100.06 100.06 93.24
R1 96.08 96.08 92.66 94.94
PP 93.79 93.79 93.79 93.22
S1 89.81 89.81 91.52 88.67
S2 87.52 87.52 90.94
S3 81.25 83.54 90.37
S4 74.98 77.27 88.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.78 91.51 6.27 6.8% 1.95 2.1% 9% False True 73,523
10 97.78 91.51 6.27 6.8% 1.78 1.9% 9% False True 68,691
20 97.78 90.69 7.09 7.7% 1.84 2.0% 20% False False 65,384
40 97.78 88.78 9.00 9.8% 1.85 2.0% 37% False False 61,778
60 97.78 85.52 12.26 13.3% 1.87 2.0% 54% False False 59,229
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.16
2.618 101.60
1.618 98.81
1.000 97.09
0.618 96.02
HIGH 94.30
0.618 93.23
0.500 92.91
0.382 92.58
LOW 91.51
0.618 89.79
1.000 88.72
1.618 87.00
2.618 84.21
4.250 79.65
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 92.91 94.65
PP 92.63 93.79
S1 92.36 92.94

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

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