NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 94.60 95.58 0.98 1.0% 95.20
High 95.83 97.07 1.24 1.3% 97.07
Low 94.08 95.36 1.28 1.4% 93.20
Close 95.63 96.67 1.04 1.1% 96.67
Range 1.75 1.71 -0.04 -2.3% 3.87
ATR 1.80 1.80 -0.01 -0.4% 0.00
Volume 46,256 50,876 4,620 10.0% 319,298
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.50 100.79 97.61
R3 99.79 99.08 97.14
R2 98.08 98.08 96.98
R1 97.37 97.37 96.83 97.73
PP 96.37 96.37 96.37 96.54
S1 95.66 95.66 96.51 96.02
S2 94.66 94.66 96.36
S3 92.95 93.95 96.20
S4 91.24 92.24 95.73
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 107.26 105.83 98.80
R3 103.39 101.96 97.73
R2 99.52 99.52 97.38
R1 98.09 98.09 97.02 98.81
PP 95.65 95.65 95.65 96.00
S1 94.22 94.22 96.32 94.94
S2 91.78 91.78 95.96
S3 87.91 90.35 95.61
S4 84.04 86.48 94.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.07 93.20 3.87 4.0% 1.60 1.7% 90% True False 63,859
10 97.07 90.69 6.38 6.6% 1.71 1.8% 94% True False 68,078
20 97.07 90.69 6.38 6.6% 1.77 1.8% 94% True False 60,307
40 97.07 87.12 9.95 10.3% 1.84 1.9% 96% True False 58,997
60 97.07 85.52 11.55 11.9% 1.82 1.9% 97% True False 57,364
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 104.34
2.618 101.55
1.618 99.84
1.000 98.78
0.618 98.13
HIGH 97.07
0.618 96.42
0.500 96.22
0.382 96.01
LOW 95.36
0.618 94.30
1.000 93.65
1.618 92.59
2.618 90.88
4.250 88.09
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 96.52 96.21
PP 96.37 95.75
S1 96.22 95.29

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

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