NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 94.48 95.38 0.90 1.0% 92.18
High 95.80 96.54 0.74 0.8% 95.45
Low 93.94 95.20 1.26 1.3% 91.05
Close 95.46 96.48 1.02 1.1% 94.38
Range 1.86 1.34 -0.52 -28.0% 4.40
ATR 1.84 1.81 -0.04 -1.9% 0.00
Volume 69,114 94,751 25,637 37.1% 380,028
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.09 99.63 97.22
R3 98.75 98.29 96.85
R2 97.41 97.41 96.73
R1 96.95 96.95 96.60 97.18
PP 96.07 96.07 96.07 96.19
S1 95.61 95.61 96.36 95.84
S2 94.73 94.73 96.23
S3 93.39 94.27 96.11
S4 92.05 92.93 95.74
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 96.54 92.00 4.54 4.7% 1.59 1.6% 99% True False 75,815
10 97.78 91.05 6.73 7.0% 1.94 2.0% 81% False False 75,228
20 97.78 91.05 6.73 7.0% 1.73 1.8% 81% False False 73,127
40 97.78 90.69 7.09 7.3% 1.76 1.8% 82% False False 64,327
60 97.78 85.52 12.26 12.7% 1.88 2.0% 89% False False 62,411
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.24
2.618 100.05
1.618 98.71
1.000 97.88
0.618 97.37
HIGH 96.54
0.618 96.03
0.500 95.87
0.382 95.71
LOW 95.20
0.618 94.37
1.000 93.86
1.618 93.03
2.618 91.69
4.250 89.51
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 96.28 96.07
PP 96.07 95.65
S1 95.87 95.24

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

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