NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 95.58 96.60 1.02 1.1% 95.20
High 97.07 97.55 0.48 0.5% 97.07
Low 95.36 96.36 1.00 1.0% 93.20
Close 96.67 96.79 0.12 0.1% 96.67
Range 1.71 1.19 -0.52 -30.4% 3.87
ATR 1.80 1.75 -0.04 -2.4% 0.00
Volume 50,876 100,267 49,391 97.1% 319,298
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.47 99.82 97.44
R3 99.28 98.63 97.12
R2 98.09 98.09 97.01
R1 97.44 97.44 96.90 97.77
PP 96.90 96.90 96.90 97.06
S1 96.25 96.25 96.68 96.58
S2 95.71 95.71 96.57
S3 94.52 95.06 96.46
S4 93.33 93.87 96.14
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 97.55 93.20 4.35 4.5% 1.65 1.7% 83% True False 61,408
10 97.55 91.80 5.75 5.9% 1.60 1.6% 87% True False 72,268
20 97.55 90.69 6.86 7.1% 1.75 1.8% 89% True False 62,703
40 97.55 87.15 10.40 10.7% 1.84 1.9% 93% True False 59,513
60 97.55 85.52 12.03 12.4% 1.82 1.9% 94% True False 58,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 100.67
1.618 99.48
1.000 98.74
0.618 98.29
HIGH 97.55
0.618 97.10
0.500 96.96
0.382 96.81
LOW 96.36
0.618 95.62
1.000 95.17
1.618 94.43
2.618 93.24
4.250 91.30
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 96.96 96.47
PP 96.90 96.14
S1 96.85 95.82

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

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