NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 96.82 95.47 -1.35 -1.4% 94.05
High 97.02 95.47 -1.55 -1.6% 96.30
Low 96.01 92.65 -3.36 -3.5% 92.73
Close 96.60 93.02 -3.58 -3.7% 96.07
Range 1.01 2.82 1.81 179.2% 3.57
ATR 1.37 1.55 0.18 13.4% 0.00
Volume 4,708 9,038 4,330 92.0% 42,072
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.17 100.42 94.57
R3 99.35 97.60 93.80
R2 96.53 96.53 93.54
R1 94.78 94.78 93.28 94.25
PP 93.71 93.71 93.71 93.45
S1 91.96 91.96 92.76 91.43
S2 90.89 90.89 92.50
S3 88.07 89.14 92.24
S4 85.25 86.32 91.47
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 92.65 4.37 4.7% 1.43 1.5% 8% False True 7,869
10 97.02 92.53 4.49 4.8% 1.31 1.4% 11% False False 8,215
20 97.02 90.35 6.67 7.2% 1.41 1.5% 40% False False 6,888
40 97.02 88.45 8.57 9.2% 1.49 1.6% 53% False False 6,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 107.46
2.618 102.85
1.618 100.03
1.000 98.29
0.618 97.21
HIGH 95.47
0.618 94.39
0.500 94.06
0.382 93.73
LOW 92.65
0.618 90.91
1.000 89.83
1.618 88.09
2.618 85.27
4.250 80.67
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 94.06 94.84
PP 93.71 94.23
S1 93.37 93.63

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

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