NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 89.60 90.82 1.22 1.4% 93.30
High 89.71 90.82 1.11 1.2% 93.59
Low 89.60 90.58 0.98 1.1% 88.40
Close 89.70 90.82 1.12 1.2% 88.40
Range 0.11 0.24 0.13 118.2% 5.19
ATR 0.89 0.91 0.02 1.8% 0.00
Volume 1,216 2,224 1,008 82.9% 10,925
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 91.46 91.38 90.95
R3 91.22 91.14 90.89
R2 90.98 90.98 90.86
R1 90.90 90.90 90.84 90.94
PP 90.74 90.74 90.74 90.76
S1 90.66 90.66 90.80 90.70
S2 90.50 90.50 90.78
S3 90.26 90.42 90.75
S4 90.02 90.18 90.69
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.70 102.24 91.25
R3 100.51 97.05 89.83
R2 95.32 95.32 89.35
R1 91.86 91.86 88.88 91.00
PP 90.13 90.13 90.13 89.70
S1 86.67 86.67 87.92 85.81
S2 84.94 84.94 87.45
S3 79.75 81.48 86.97
S4 74.56 76.29 85.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.82 88.01 2.81 3.1% 0.35 0.4% 100% True False 2,295
10 93.59 88.01 5.58 6.1% 0.27 0.3% 50% False False 2,092
20 93.59 88.01 5.58 6.1% 0.34 0.4% 50% False False 3,811
40 93.59 88.01 5.58 6.1% 0.36 0.4% 50% False False 2,360
60 93.59 84.98 8.61 9.5% 0.24 0.3% 68% False False 1,774
80 93.59 84.98 8.61 9.5% 0.19 0.2% 68% False False 1,447
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.84
2.618 91.45
1.618 91.21
1.000 91.06
0.618 90.97
HIGH 90.82
0.618 90.73
0.500 90.70
0.382 90.67
LOW 90.58
0.618 90.43
1.000 90.34
1.618 90.19
2.618 89.95
4.250 89.56
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 90.78 90.58
PP 90.74 90.35
S1 90.70 90.11

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

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