NYMEX Light Sweet Crude Oil Future November 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 94.69 95.73 1.04 1.1% 91.56
High 95.87 95.73 -0.14 -0.1% 95.87
Low 93.41 94.80 1.39 1.5% 91.22
Close 95.58 95.42 -0.16 -0.2% 95.58
Range 2.46 0.93 -1.53 -62.2% 4.65
ATR 1.78 1.72 -0.06 -3.4% 0.00
Volume 23,174 37,077 13,903 60.0% 101,360
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.11 97.69 95.93
R3 97.18 96.76 95.68
R2 96.25 96.25 95.59
R1 95.83 95.83 95.51 95.58
PP 95.32 95.32 95.32 95.19
S1 94.90 94.90 95.33 94.65
S2 94.39 94.39 95.25
S3 93.46 93.97 95.16
S4 92.53 93.04 94.91
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 108.17 106.53 98.14
R3 103.52 101.88 96.86
R2 98.87 98.87 96.43
R1 97.23 97.23 96.01 98.05
PP 94.22 94.22 94.22 94.64
S1 92.58 92.58 95.15 93.40
S2 89.57 89.57 94.73
S3 84.92 87.93 94.30
S4 80.27 83.28 93.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.87 92.23 3.64 3.8% 1.45 1.5% 88% False False 23,721
10 95.87 91.22 4.65 4.9% 1.79 1.9% 90% False False 19,449
20 96.30 91.22 5.08 5.3% 1.67 1.8% 83% False False 15,168
40 96.30 85.96 10.34 10.8% 1.78 1.9% 91% False False 12,456
60 96.74 85.96 10.78 11.3% 1.61 1.7% 88% False False 10,218
80 98.75 85.96 12.79 13.4% 1.45 1.5% 74% False False 8,860
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 0.43
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 99.68
2.618 98.16
1.618 97.23
1.000 96.66
0.618 96.30
HIGH 95.73
0.618 95.37
0.500 95.27
0.382 95.16
LOW 94.80
0.618 94.23
1.000 93.87
1.618 93.30
2.618 92.37
4.250 90.85
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 95.37 95.16
PP 95.32 94.90
S1 95.27 94.64

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

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