NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 95.97 96.82 0.85 0.9% 94.05
High 96.68 97.02 0.34 0.4% 96.30
Low 95.93 96.01 0.08 0.1% 92.73
Close 96.65 96.60 -0.05 -0.1% 96.07
Range 0.75 1.01 0.26 34.7% 3.57
ATR 1.40 1.37 -0.03 -2.0% 0.00
Volume 7,072 4,708 -2,364 -33.4% 42,072
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.57 99.10 97.16
R3 98.56 98.09 96.88
R2 97.55 97.55 96.79
R1 97.08 97.08 96.69 96.81
PP 96.54 96.54 96.54 96.41
S1 96.07 96.07 96.51 95.80
S2 95.53 95.53 96.41
S3 94.52 95.06 96.32
S4 93.51 94.05 96.04
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.74 104.48 98.03
R3 102.17 100.91 97.05
R2 98.60 98.60 96.72
R1 97.34 97.34 96.40 97.97
PP 95.03 95.03 95.03 95.35
S1 93.77 93.77 95.74 94.40
S2 91.46 91.46 95.42
S3 87.89 90.20 95.09
S4 84.32 86.63 94.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.02 94.03 2.99 3.1% 1.10 1.1% 86% True False 7,031
10 97.02 92.53 4.49 4.6% 1.11 1.1% 91% True False 7,834
20 97.02 90.35 6.67 6.9% 1.35 1.4% 94% True False 6,587
40 97.02 88.45 8.57 8.9% 1.46 1.5% 95% True False 6,119
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.31
2.618 99.66
1.618 98.65
1.000 98.03
0.618 97.64
HIGH 97.02
0.618 96.63
0.500 96.52
0.382 96.40
LOW 96.01
0.618 95.39
1.000 95.00
1.618 94.38
2.618 93.37
4.250 91.72
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 96.57 96.52
PP 96.54 96.45
S1 96.52 96.37

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

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