NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 93.11 93.38 0.27 0.3% 96.60
High 93.68 95.19 1.51 1.6% 97.78
Low 92.00 93.38 1.38 1.5% 91.51
Close 93.52 94.88 1.36 1.5% 92.09
Range 1.68 1.81 0.13 7.7% 6.27
ATR 1.89 1.88 -0.01 -0.3% 0.00
Volume 99,608 55,111 -44,497 -44.7% 367,618
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.91 99.21 95.88
R3 98.10 97.40 95.38
R2 96.29 96.29 95.21
R1 95.59 95.59 95.05 95.94
PP 94.48 94.48 94.48 94.66
S1 93.78 93.78 94.71 94.13
S2 92.67 92.67 94.55
S3 90.86 91.97 94.38
S4 89.05 90.16 93.88
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 95.19 91.05 4.14 4.4% 2.04 2.2% 93% True False 83,095
10 97.78 91.05 6.73 7.1% 1.89 2.0% 57% False False 73,802
20 97.78 90.69 7.09 7.5% 1.81 1.9% 59% False False 70,899
40 97.78 89.55 8.23 8.7% 1.84 1.9% 65% False False 63,865
60 97.78 85.52 12.26 12.9% 1.89 2.0% 76% False False 61,739
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 99.93
1.618 98.12
1.000 97.00
0.618 96.31
HIGH 95.19
0.618 94.50
0.500 94.29
0.382 94.07
LOW 93.38
0.618 92.26
1.000 91.57
1.618 90.45
2.618 88.64
4.250 85.69
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 94.68 94.45
PP 94.48 94.02
S1 94.29 93.60

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

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