NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 95.03 94.46 -0.57 -0.6% 91.56
High 95.25 95.78 0.53 0.6% 95.87
Low 93.75 94.46 0.71 0.8% 91.22
Close 94.96 95.40 0.44 0.5% 95.58
Range 1.50 1.32 -0.18 -12.0% 4.65
ATR 1.72 1.69 -0.03 -1.7% 0.00
Volume 15,106 15,408 302 2.0% 101,360
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.17 98.61 96.13
R3 97.85 97.29 95.76
R2 96.53 96.53 95.64
R1 95.97 95.97 95.52 96.25
PP 95.21 95.21 95.21 95.36
S1 94.65 94.65 95.28 94.93
S2 93.89 93.89 95.16
S3 92.57 93.33 95.04
S4 91.25 92.01 94.67
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 93.41 2.46 2.6% 1.45 1.5% 81% False False 21,603
10 95.87 91.22 4.65 4.9% 1.61 1.7% 90% False False 20,281
20 96.30 91.22 5.08 5.3% 1.69 1.8% 82% False False 15,609
40 96.30 85.96 10.34 10.8% 1.73 1.8% 91% False False 12,589
60 96.74 85.96 10.78 11.3% 1.63 1.7% 88% False False 10,615
80 98.02 85.96 12.06 12.6% 1.47 1.5% 78% False False 9,110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.39
2.618 99.24
1.618 97.92
1.000 97.10
0.618 96.60
HIGH 95.78
0.618 95.28
0.500 95.12
0.382 94.96
LOW 94.46
0.618 93.64
1.000 93.14
1.618 92.32
2.618 91.00
4.250 88.85
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 95.31 95.19
PP 95.21 94.98
S1 95.12 94.77

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

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