NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	96.60	96.83	0.23	0.2%	95.20
High	97.55	97.43	-0.12	-0.1%	97.07
Low	96.36	96.42	0.06	0.1%	93.20
Close	96.79	97.26	0.47	0.5%	96.67
Range	1.19	1.01	-0.18	-15.1%	3.87
ATR	1.75	1.70	-0.05	-3.0%	0.00
Volume	100,267	58,955	-41,312	-41.2%	319,298

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.07	99.67	97.82
R3	99.06	98.66	97.54
R2	98.05	98.05	97.45
R1	97.65	97.65	97.35	97.85
PP	97.04	97.04	97.04	97.14
S1	96.64	96.64	97.17	96.84
S2	96.03	96.03	97.07
S3	95.02	95.63	96.98
S4	94.01	94.62	96.70

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	93.51	4.04	4.2%	1.50	1.5%	93%	False	False	61,597
10	97.55	92.83	4.72	4.9%	1.51	1.5%	94%	False	False	71,026
20	97.55	90.69	6.86	7.1%	1.72	1.8%	96%	False	False	62,852
40	97.55	87.49	10.06	10.3%	1.82	1.9%	97%	False	False	60,051
60	97.55	85.52	12.03	12.4%	1.82	1.9%	98%	False	False	58,936

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.72
2.618	100.07
1.618	99.06
1.000	98.44
0.618	98.05
HIGH	97.43
0.618	97.04
0.500	96.93
0.382	96.81
LOW	96.42
0.618	95.80
1.000	95.41
1.618	94.79
2.618	93.78
4.250	92.13

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	97.15	96.99
PP	97.04	96.72
S1	96.93	96.46

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols