NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 95.47 92.92 -2.55 -2.7% 95.82
High 95.47 93.57 -1.90 -2.0% 97.02
Low 92.65 90.93 -1.72 -1.9% 90.93
Close 93.02 91.44 -1.58 -1.7% 91.44
Range 2.82 2.64 -0.18 -6.4% 6.09
ATR 1.55 1.63 0.08 5.0% 0.00
Volume 9,038 14,596 5,558 61.5% 45,439
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.90 98.31 92.89
R3 97.26 95.67 92.17
R2 94.62 94.62 91.92
R1 93.03 93.03 91.68 92.51
PP 91.98 91.98 91.98 91.72
S1 90.39 90.39 91.20 89.87
S2 89.34 89.34 90.96
S3 86.70 87.75 90.71
S4 84.06 85.11 89.99
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 111.40 107.51 94.79
R3 105.31 101.42 93.11
R2 99.22 99.22 92.56
R1 95.33 95.33 92.00 94.23
PP 93.13 93.13 93.13 92.58
S1 89.24 89.24 90.88 88.14
S2 87.04 87.04 90.32
S3 80.95 83.15 89.77
S4 74.86 77.06 88.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.02 90.93 6.09 6.7% 1.66 1.8% 8% False True 9,087
10 97.02 90.93 6.09 6.7% 1.35 1.5% 8% False True 8,751
20 97.02 90.35 6.67 7.3% 1.46 1.6% 16% False False 7,355
40 97.02 88.45 8.57 9.4% 1.50 1.6% 35% False False 6,547
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.79
2.618 100.48
1.618 97.84
1.000 96.21
0.618 95.20
HIGH 93.57
0.618 92.56
0.500 92.25
0.382 91.94
LOW 90.93
0.618 89.30
1.000 88.29
1.618 86.66
2.618 84.02
4.250 79.71
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 92.25 93.98
PP 91.98 93.13
S1 91.71 92.29

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

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