NYMEX Light Sweet Crude Oil Future January 2014


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 93.11 94.11 1.00 1.1% 90.76
High 94.36 94.56 0.20 0.2% 94.56
Low 92.85 93.38 0.53 0.6% 90.40
Close 94.15 93.64 -0.51 -0.5% 93.64
Range 1.51 1.18 -0.33 -21.9% 4.16
ATR 1.66 1.62 -0.03 -2.1% 0.00
Volume 9,506 7,634 -1,872 -19.7% 64,355
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.40 96.70 94.29
R3 96.22 95.52 93.96
R2 95.04 95.04 93.86
R1 94.34 94.34 93.75 94.10
PP 93.86 93.86 93.86 93.74
S1 93.16 93.16 93.53 92.92
S2 92.68 92.68 93.42
S3 91.50 91.98 93.32
S4 90.32 90.80 92.99
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.35 103.65 95.93
R3 101.19 99.49 94.78
R2 97.03 97.03 94.40
R1 95.33 95.33 94.02 96.18
PP 92.87 92.87 92.87 93.29
S1 91.17 91.17 93.26 92.02
S2 88.71 88.71 92.88
S3 84.55 87.01 92.50
S4 80.39 82.85 91.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.56 90.40 4.16 4.4% 1.63 1.7% 78% True False 12,871
10 97.02 90.40 6.62 7.1% 1.65 1.8% 49% False False 10,979
20 97.02 90.35 6.67 7.1% 1.45 1.5% 49% False False 9,400
40 97.02 90.35 6.67 7.1% 1.45 1.6% 49% False False 7,419
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 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.58
2.618 97.65
1.618 96.47
1.000 95.74
0.618 95.29
HIGH 94.56
0.618 94.11
0.500 93.97
0.382 93.83
LOW 93.38
0.618 92.65
1.000 92.20
1.618 91.47
2.618 90.29
4.250 88.37
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 93.97 93.42
PP 93.86 93.20
S1 93.75 92.98

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

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