NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 94.81 96.10 1.29 1.4% 92.11
High 96.34 96.22 -0.12 -0.1% 96.34
Low 93.86 95.38 1.52 1.6% 91.54
Close 96.05 95.84 -0.21 -0.2% 96.05
Range 2.48 0.84 -1.64 -66.1% 4.80
ATR 1.86 1.78 -0.07 -3.9% 0.00
Volume 27,752 41,749 13,997 50.4% 153,690
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.33 97.93 96.30
R3 97.49 97.09 96.07
R2 96.65 96.65 95.99
R1 96.25 96.25 95.92 96.03
PP 95.81 95.81 95.81 95.71
S1 95.41 95.41 95.76 95.19
S2 94.97 94.97 95.69
S3 94.13 94.57 95.61
S4 93.29 93.73 95.38
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.04 107.35 98.69
R3 104.24 102.55 97.37
R2 99.44 99.44 96.93
R1 97.75 97.75 96.49 98.60
PP 94.64 94.64 94.64 95.07
S1 92.95 92.95 95.61 93.80
S2 89.84 89.84 95.17
S3 85.04 88.15 94.73
S4 80.24 83.35 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.34 92.58 3.76 3.9% 1.49 1.6% 87% False False 33,515
10 96.34 91.54 4.80 5.0% 1.83 1.9% 90% False False 26,855
20 96.83 91.54 5.29 5.5% 1.74 1.8% 81% False False 22,571
40 96.83 86.47 10.36 10.8% 1.85 1.9% 90% False False 19,411
60 97.26 86.47 10.79 11.3% 1.71 1.8% 87% False False 15,731
80 99.07 86.47 12.60 13.1% 1.56 1.6% 74% False False 13,394
100 99.41 86.47 12.94 13.5% 1.41 1.5% 72% False False 12,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 99.79
2.618 98.42
1.618 97.58
1.000 97.06
0.618 96.74
HIGH 96.22
0.618 95.90
0.500 95.80
0.382 95.70
LOW 95.38
0.618 94.86
1.000 94.54
1.618 94.02
2.618 93.18
4.250 91.81
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 95.83 95.59
PP 95.81 95.35
S1 95.80 95.10

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

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