NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 92.80 93.30 0.50 0.5% 91.55
High 93.09 93.30 0.21 0.2% 93.09
Low 92.80 93.30 0.50 0.5% 90.70
Close 93.09 93.30 0.21 0.2% 93.09
Range 0.29 0.00 -0.29 -100.0% 2.39
ATR 0.84 0.79 -0.04 -5.3% 0.00
Volume 1,292 2,779 1,487 115.1% 21,838
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 93.30 93.30 93.30
R3 93.30 93.30 93.30
R2 93.30 93.30 93.30
R1 93.30 93.30 93.30 93.30
PP 93.30 93.30 93.30 93.30
S1 93.30 93.30 93.30 93.30
S2 93.30 93.30 93.30
S3 93.30 93.30 93.30
S4 93.30 93.30 93.30
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.46 98.67 94.40
R3 97.07 96.28 93.75
R2 94.68 94.68 93.53
R1 93.89 93.89 93.31 94.29
PP 92.29 92.29 92.29 92.49
S1 91.50 91.50 92.87 91.90
S2 89.90 89.90 92.65
S3 87.51 89.11 92.43
S4 85.12 86.72 91.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.30 90.70 2.60 2.8% 0.20 0.2% 100% True False 3,234
10 93.30 89.85 3.45 3.7% 0.27 0.3% 100% True False 5,646
20 93.30 88.60 4.70 5.0% 0.36 0.4% 100% True False 3,268
40 93.30 86.92 6.38 6.8% 0.31 0.3% 100% True False 2,068
60 93.35 84.98 8.37 9.0% 0.20 0.2% 99% False False 1,545
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.30
2.618 93.30
1.618 93.30
1.000 93.30
0.618 93.30
HIGH 93.30
0.618 93.30
0.500 93.30
0.382 93.30
LOW 93.30
0.618 93.30
1.000 93.30
1.618 93.30
2.618 93.30
4.250 93.30
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 93.30 93.15
PP 93.30 93.01
S1 93.30 92.86

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

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