NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 92.89 93.11 0.22 0.2% 96.60
High 93.88 93.68 -0.20 -0.2% 97.78
Low 92.48 92.00 -0.48 -0.5% 91.51
Close 93.36 93.52 0.16 0.2% 92.09
Range 1.40 1.68 0.28 20.0% 6.27
ATR 1.91 1.89 -0.02 -0.8% 0.00
Volume 83,097 99,608 16,511 19.9% 367,618
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.11 97.49 94.44
R3 96.43 95.81 93.98
R2 94.75 94.75 93.83
R1 94.13 94.13 93.67 94.44
PP 93.07 93.07 93.07 93.22
S1 92.45 92.45 93.37 92.76
S2 91.39 91.39 93.21
S3 89.71 90.77 93.06
S4 88.03 89.09 92.60
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 96.77 91.05 5.72 6.1% 2.40 2.6% 43% False False 84,868
10 97.78 91.05 6.73 7.2% 1.88 2.0% 37% False False 72,917
20 97.78 90.69 7.09 7.6% 1.83 2.0% 40% False False 71,012
40 97.78 88.78 9.00 9.6% 1.87 2.0% 53% False False 64,153
60 97.78 85.52 12.26 13.1% 1.91 2.0% 65% False False 61,557
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.82
2.618 98.08
1.618 96.40
1.000 95.36
0.618 94.72
HIGH 93.68
0.618 93.04
0.500 92.84
0.382 92.64
LOW 92.00
0.618 90.96
1.000 90.32
1.618 89.28
2.618 87.60
4.250 84.86
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 93.29 93.17
PP 93.07 92.82
S1 92.84 92.47

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

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