NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 97.30 96.76 -0.54 -0.6% 95.20
High 97.78 96.77 -1.01 -1.0% 97.07
Low 96.59 93.20 -3.39 -3.5% 93.20
Close 97.22 93.66 -3.56 -3.7% 96.67
Range 1.19 3.57 2.38 200.0% 3.87
ATR 1.66 1.83 0.17 10.1% 0.00
Volume 48,479 63,976 15,497 32.0% 319,298
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.25 103.03 95.62
R3 101.68 99.46 94.64
R2 98.11 98.11 94.31
R1 95.89 95.89 93.99 95.22
PP 94.54 94.54 94.54 94.21
S1 92.32 92.32 93.33 91.65
S2 90.97 90.97 93.01
S3 87.40 88.75 92.68
S4 83.83 85.18 91.70
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 97.78 93.20 4.58 4.9% 1.73 1.9% 10% False True 64,510
10 97.78 92.90 4.88 5.2% 1.74 1.9% 16% False False 67,882
20 97.78 90.69 7.09 7.6% 1.80 1.9% 42% False False 63,507
40 97.78 88.78 9.00 9.6% 1.85 2.0% 54% False False 60,722
60 97.78 85.52 12.26 13.1% 1.84 2.0% 66% False False 58,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 111.94
2.618 106.12
1.618 102.55
1.000 100.34
0.618 98.98
HIGH 96.77
0.618 95.41
0.500 94.99
0.382 94.56
LOW 93.20
0.618 90.99
1.000 89.63
1.618 87.42
2.618 83.85
4.250 78.03
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 94.99 95.49
PP 94.54 94.88
S1 94.10 94.27

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

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