NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 95.43 95.27 -0.16 -0.2% 92.67
High 96.07 96.57 0.50 0.5% 96.07
Low 94.83 94.67 -0.16 -0.2% 91.95
Close 95.10 96.23 1.13 1.2% 95.10
Range 1.24 1.90 0.66 53.2% 4.12
ATR 1.76 1.77 0.01 0.6% 0.00
Volume 18,745 20,298 1,553 8.3% 151,588
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.52 100.78 97.28
R3 99.62 98.88 96.75
R2 97.72 97.72 96.58
R1 96.98 96.98 96.40 97.35
PP 95.82 95.82 95.82 96.01
S1 95.08 95.08 96.06 95.45
S2 93.92 93.92 95.88
S3 92.02 93.18 95.71
S4 90.12 91.28 95.19
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.73 105.04 97.37
R3 102.61 100.92 96.23
R2 98.49 98.49 95.86
R1 96.80 96.80 95.48 97.65
PP 94.37 94.37 94.37 94.80
S1 92.68 92.68 94.72 93.53
S2 90.25 90.25 94.34
S3 86.13 88.56 93.97
S4 82.01 84.44 92.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.57 92.64 3.93 4.1% 1.58 1.6% 91% True False 29,736
10 98.41 91.95 6.46 6.7% 1.82 1.9% 66% False False 26,693
20 98.41 91.95 6.46 6.7% 1.63 1.7% 66% False False 23,599
40 98.41 91.22 7.19 7.5% 1.66 1.7% 70% False False 17,798
60 98.41 85.96 12.45 12.9% 1.72 1.8% 82% False False 14,793
80 98.41 85.96 12.45 12.9% 1.58 1.6% 82% False False 12,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.65
2.618 101.54
1.618 99.64
1.000 98.47
0.618 97.74
HIGH 96.57
0.618 95.84
0.500 95.62
0.382 95.40
LOW 94.67
0.618 93.50
1.000 92.77
1.618 91.60
2.618 89.70
4.250 86.60
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 96.03 95.94
PP 95.82 95.65
S1 95.62 95.36

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

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