NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 94.46 95.26 0.80 0.8% 91.56
High 95.78 96.38 0.60 0.6% 95.87
Low 94.46 94.65 0.19 0.2% 91.22
Close 95.40 96.20 0.80 0.8% 95.58
Range 1.32 1.73 0.41 31.1% 4.65
ATR 1.69 1.69 0.00 0.2% 0.00
Volume 15,408 13,419 -1,989 -12.9% 101,360
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.93 100.30 97.15
R3 99.20 98.57 96.68
R2 97.47 97.47 96.52
R1 96.84 96.84 96.36 97.16
PP 95.74 95.74 95.74 95.90
S1 95.11 95.11 96.04 95.43
S2 94.01 94.01 95.88
S3 92.28 93.38 95.72
S4 90.55 91.65 95.25
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 96.38 93.41 2.97 3.1% 1.59 1.7% 94% True False 20,836
10 96.38 91.22 5.16 5.4% 1.58 1.6% 97% True False 19,787
20 96.38 91.22 5.16 5.4% 1.67 1.7% 97% True False 15,843
40 96.38 85.96 10.42 10.8% 1.70 1.8% 98% True False 12,688
60 96.74 85.96 10.78 11.2% 1.63 1.7% 95% False False 10,742
80 98.02 85.96 12.06 12.5% 1.48 1.5% 85% False False 9,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.73
2.618 100.91
1.618 99.18
1.000 98.11
0.618 97.45
HIGH 96.38
0.618 95.72
0.500 95.52
0.382 95.31
LOW 94.65
0.618 93.58
1.000 92.92
1.618 91.85
2.618 90.12
4.250 87.30
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 95.97 95.82
PP 95.74 95.44
S1 95.52 95.07

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

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