NYMEX Light Sweet Crude Oil Future October 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	98.01	98.50	0.49	0.5%	96.10
High	98.58	98.93	0.35	0.4%	98.14
Low	97.56	97.70	0.14	0.1%	94.17
Close	98.43	98.31	-0.12	-0.1%	97.82
Range	1.02	1.23	0.21	20.6%	3.97
ATR	1.69	1.65	-0.03	-1.9%	0.00
Volume	27,501	25,852	-1,649	-6.0%	135,894

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.00	101.39	98.99
R3	100.77	100.16	98.65
R2	99.54	99.54	98.54
R1	98.93	98.93	98.42	98.62
PP	98.31	98.31	98.31	98.16
S1	97.70	97.70	98.20	97.39
S2	97.08	97.08	98.08
S3	95.85	96.47	97.97
S4	94.62	95.24	97.63

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.62	107.19	100.00
R3	104.65	103.22	98.91
R2	100.68	100.68	98.55
R1	99.25	99.25	98.18	99.97
PP	96.71	96.71	96.71	97.07
S1	95.28	95.28	97.46	96.00
S2	92.74	92.74	97.09
S3	88.77	91.31	96.73
S4	84.80	87.34	95.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.93	95.09	3.84	3.9%	1.41	1.4%	84%	True	False	27,442
10	98.93	93.86	5.07	5.2%	1.51	1.5%	88%	True	False	29,215
20	98.93	91.54	7.39	7.5%	1.70	1.7%	92%	True	False	25,655
40	98.93	89.40	9.53	9.7%	1.76	1.8%	93%	True	False	21,818
60	98.93	86.47	12.46	12.7%	1.74	1.8%	95%	True	False	18,186
80	98.93	86.47	12.46	12.7%	1.57	1.6%	95%	True	False	15,198
100	99.41	86.47	12.94	13.2%	1.45	1.5%	91%	False	False	13,720

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.16
2.618	102.15
1.618	100.92
1.000	100.16
0.618	99.69
HIGH	98.93
0.618	98.46
0.500	98.32
0.382	98.17
LOW	97.70
0.618	96.94
1.000	96.47
1.618	95.71
2.618	94.48
4.250	92.47

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	98.32	98.27
PP	98.31	98.22
S1	98.31	98.18

Download as Excel Spreadsheet

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

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