NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 98.16 98.83 0.67 0.7% 96.36
High 98.88 99.21 0.33 0.3% 98.48
Low 97.65 97.78 0.13 0.1% 94.29
Close 98.67 98.48 -0.19 -0.2% 98.07
Range 1.23 1.43 0.20 16.3% 4.19
ATR 1.85 1.82 -0.03 -1.6% 0.00
Volume 149,067 247,539 98,472 66.1% 571,098
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.78 102.06 99.27
R3 101.35 100.63 98.87
R2 99.92 99.92 98.74
R1 99.20 99.20 98.61 98.85
PP 98.49 98.49 98.49 98.31
S1 97.77 97.77 98.35 97.42
S2 97.06 97.06 98.22
S3 95.63 96.34 98.09
S4 94.20 94.91 97.69
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.52 107.98 100.37
R3 105.33 103.79 99.22
R2 101.14 101.14 98.84
R1 99.60 99.60 98.45 100.37
PP 96.95 96.95 96.95 97.33
S1 95.41 95.41 97.69 96.18
S2 92.76 92.76 97.30
S3 88.57 91.22 96.92
S4 84.38 87.03 95.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.21 95.24 3.97 4.0% 1.55 1.6% 82% True False 156,330
10 99.21 93.88 5.33 5.4% 1.69 1.7% 86% True False 127,054
20 99.21 91.50 7.71 7.8% 1.87 1.9% 91% True False 100,752
40 99.21 89.71 9.50 9.6% 1.95 2.0% 92% True False 78,032
60 99.21 86.29 12.92 13.1% 1.93 2.0% 94% True False 60,667
80 99.21 86.29 12.92 13.1% 1.76 1.8% 94% True False 49,342
100 99.98 86.29 13.69 13.9% 1.69 1.7% 89% False False 42,615
120 99.98 86.29 13.69 13.9% 1.57 1.6% 89% False False 36,915
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.29
2.618 102.95
1.618 101.52
1.000 100.64
0.618 100.09
HIGH 99.21
0.618 98.66
0.500 98.50
0.382 98.33
LOW 97.78
0.618 96.90
1.000 96.35
1.618 95.47
2.618 94.04
4.250 91.70
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 98.50 98.46
PP 98.49 98.43
S1 98.49 98.41

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

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