NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	95.20	94.96	-0.24	-0.3%	91.28
High	95.20	94.96	-0.24	-0.3%	95.30
Low	94.26	93.20	-1.06	-1.1%	90.69
Close	94.89	94.42	-0.47	-0.5%	95.01
Range	0.94	1.76	0.82	87.2%	4.61
ATR	1.81	1.80	0.00	-0.2%	0.00
Volume	112,525	58,006	-54,519	-48.5%	361,488

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.47	98.71	95.39
R3	97.71	96.95	94.90
R2	95.95	95.95	94.74
R1	95.19	95.19	94.58	94.69
PP	94.19	94.19	94.19	93.95
S1	93.43	93.43	94.26	92.93
S2	92.43	92.43	94.10
S3	90.67	91.67	93.94
S4	88.91	89.91	93.45

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.50	105.86	97.55
R3	102.89	101.25	96.28
R2	98.28	98.28	95.86
R1	96.64	96.64	95.43	97.46
PP	93.67	93.67	93.67	94.08
S1	92.03	92.03	94.59	92.85
S2	89.06	89.06	94.16
S3	84.45	87.42	93.74
S4	79.84	82.81	92.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.30	92.83	2.47	2.6%	1.51	1.6%	64%	False	False	80,455
10	95.30	90.69	4.61	4.9%	1.80	1.9%	81%	False	False	69,229
20	95.75	90.69	5.06	5.4%	1.80	1.9%	74%	False	False	60,650
40	95.75	85.52	10.23	10.8%	1.90	2.0%	87%	False	False	60,710
60	96.43	85.52	10.91	11.6%	1.81	1.9%	82%	False	False	56,985

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.44
2.618	99.57
1.618	97.81
1.000	96.72
0.618	96.05
HIGH	94.96
0.618	94.29
0.500	94.08
0.382	93.87
LOW	93.20
0.618	92.11
1.000	91.44
1.618	90.35
2.618	88.59
4.250	85.72

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	94.31	94.31
PP	94.19	94.21
S1	94.08	94.10

Download as Excel Spreadsheet

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

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