NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 92.18 92.89 0.71 0.8% 96.60
High 93.59 93.88 0.29 0.3% 97.78
Low 91.05 92.48 1.43 1.6% 91.51
Close 93.18 93.36 0.18 0.2% 92.09
Range 2.54 1.40 -1.14 -44.9% 6.27
ATR 1.95 1.91 -0.04 -2.0% 0.00
Volume 81,719 83,097 1,378 1.7% 367,618
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.44 96.80 94.13
R3 96.04 95.40 93.75
R2 94.64 94.64 93.62
R1 94.00 94.00 93.49 94.32
PP 93.24 93.24 93.24 93.40
S1 92.60 92.60 93.23 92.92
S2 91.84 91.84 93.10
S3 90.44 91.20 92.98
S4 89.04 89.80 92.59
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 91.05 6.73 7.2% 2.30 2.5% 34% False False 74,642
10 97.78 91.05 6.73 7.2% 1.90 2.0% 34% False False 68,120
20 97.78 90.69 7.09 7.6% 1.85 2.0% 38% False False 68,674
40 97.78 88.78 9.00 9.6% 1.87 2.0% 51% False False 63,000
60 97.78 85.52 12.26 13.1% 1.90 2.0% 64% False False 60,629
Crabel Price Patterns
NR True
NR4 True
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.83
2.618 97.55
1.618 96.15
1.000 95.28
0.618 94.75
HIGH 93.88
0.618 93.35
0.500 93.18
0.382 93.01
LOW 92.48
0.618 91.61
1.000 91.08
1.618 90.21
2.618 88.81
4.250 86.53
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 93.30 93.13
PP 93.24 92.90
S1 93.18 92.68

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

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