NYMEX Light Sweet Crude Oil Future December 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 93.94 94.60 0.66 0.7% 91.28
High 95.37 95.83 0.46 0.5% 95.30
Low 93.51 94.08 0.57 0.6% 90.69
Close 94.85 95.63 0.78 0.8% 95.01
Range 1.86 1.75 -0.11 -5.9% 4.61
ATR 1.81 1.80 0.00 -0.2% 0.00
Volume 51,635 46,256 -5,379 -10.4% 361,488
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.43 99.78 96.59
R3 98.68 98.03 96.11
R2 96.93 96.93 95.95
R1 96.28 96.28 95.79 96.61
PP 95.18 95.18 95.18 95.34
S1 94.53 94.53 95.47 94.86
S2 93.43 93.43 95.31
S3 91.68 92.78 95.15
S4 89.93 91.03 94.67
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 95.83 92.90 2.93 3.1% 1.74 1.8% 93% True False 71,255
10 95.83 90.69 5.14 5.4% 1.73 1.8% 96% True False 67,995
20 95.83 90.69 5.14 5.4% 1.79 1.9% 96% True False 60,784
40 95.83 85.52 10.31 10.8% 1.85 1.9% 98% True False 59,471
60 96.43 85.52 10.91 11.4% 1.81 1.9% 93% False False 57,393
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.27
2.618 100.41
1.618 98.66
1.000 97.58
0.618 96.91
HIGH 95.83
0.618 95.16
0.500 94.96
0.382 94.75
LOW 94.08
0.618 93.00
1.000 92.33
1.618 91.25
2.618 89.50
4.250 86.64
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 95.41 95.26
PP 95.18 94.89
S1 94.96 94.52

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

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