NYMEX Light Sweet Crude Oil Future December 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 94.96 93.94 -1.02 -1.1% 91.28
High 94.96 95.37 0.41 0.4% 95.30
Low 93.20 93.51 0.31 0.3% 90.69
Close 94.42 94.85 0.43 0.5% 95.01
Range 1.76 1.86 0.10 5.7% 4.61
ATR 1.80 1.81 0.00 0.2% 0.00
Volume 58,006 51,635 -6,371 -11.0% 361,488
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.16 99.36 95.87
R3 98.30 97.50 95.36
R2 96.44 96.44 95.19
R1 95.64 95.64 95.02 96.04
PP 94.58 94.58 94.58 94.78
S1 93.78 93.78 94.68 94.18
S2 92.72 92.72 94.51
S3 90.86 91.92 94.34
S4 89.00 90.06 93.83
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 95.37 92.88 2.49 2.6% 1.68 1.8% 79% True False 74,296
10 95.37 90.69 4.68 4.9% 1.77 1.9% 89% True False 69,108
20 95.75 90.69 5.06 5.3% 1.81 1.9% 82% False False 61,001
40 95.75 85.52 10.23 10.8% 1.88 2.0% 91% False False 60,110
60 96.43 85.52 10.91 11.5% 1.81 1.9% 86% False False 57,165
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.28
2.618 100.24
1.618 98.38
1.000 97.23
0.618 96.52
HIGH 95.37
0.618 94.66
0.500 94.44
0.382 94.22
LOW 93.51
0.618 92.36
1.000 91.65
1.618 90.50
2.618 88.64
4.250 85.61
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 94.71 94.66
PP 94.58 94.47
S1 94.44 94.29

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

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