NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 93.38 94.53 1.15 1.2% 92.18
High 95.19 95.45 0.26 0.3% 95.45
Low 93.38 94.20 0.82 0.9% 91.05
Close 94.88 94.38 -0.50 -0.5% 94.38
Range 1.81 1.25 -0.56 -30.9% 4.40
ATR 1.88 1.84 -0.05 -2.4% 0.00
Volume 55,111 60,493 5,382 9.8% 380,028
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.43 97.65 95.07
R3 97.18 96.40 94.72
R2 95.93 95.93 94.61
R1 95.15 95.15 94.49 94.92
PP 94.68 94.68 94.68 94.56
S1 93.90 93.90 94.27 93.67
S2 93.43 93.43 94.15
S3 92.18 92.65 94.04
S4 90.93 91.40 93.69
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.83 105.00 96.80
R3 102.43 100.60 95.59
R2 98.03 98.03 95.19
R1 96.20 96.20 94.78 97.12
PP 93.63 93.63 93.63 94.08
S1 91.80 91.80 93.98 92.72
S2 89.23 89.23 93.57
S3 84.83 87.40 93.17
S4 80.43 83.00 91.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.45 91.05 4.40 4.7% 1.74 1.8% 76% True False 76,005
10 97.78 91.05 6.73 7.1% 1.84 2.0% 49% False False 74,764
20 97.78 90.69 7.09 7.5% 1.77 1.9% 52% False False 71,421
40 97.78 90.69 7.09 7.5% 1.79 1.9% 52% False False 63,686
60 97.78 85.52 12.26 13.0% 1.88 2.0% 72% False False 61,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 98.72
1.618 97.47
1.000 96.70
0.618 96.22
HIGH 95.45
0.618 94.97
0.500 94.83
0.382 94.68
LOW 94.20
0.618 93.43
1.000 92.95
1.618 92.18
2.618 90.93
4.250 88.89
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 94.83 94.16
PP 94.68 93.94
S1 94.53 93.73

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

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