NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	92.89	93.11	0.22	0.2%	96.60
High	93.88	93.68	-0.20	-0.2%	97.78
Low	92.48	92.00	-0.48	-0.5%	91.51
Close	93.36	93.52	0.16	0.2%	92.09
Range	1.40	1.68	0.28	20.0%	6.27
ATR	1.91	1.89	-0.02	-0.8%	0.00
Volume	83,097	99,608	16,511	19.9%	367,618

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.11	97.49	94.44
R3	96.43	95.81	93.98
R2	94.75	94.75	93.83
R1	94.13	94.13	93.67	94.44
PP	93.07	93.07	93.07	93.22
S1	92.45	92.45	93.37	92.76
S2	91.39	91.39	93.21
S3	89.71	90.77	93.06
S4	88.03	89.09	92.60

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.60	108.62	95.54
R3	106.33	102.35	93.81
R2	100.06	100.06	93.24
R1	96.08	96.08	92.66	94.94
PP	93.79	93.79	93.79	93.22
S1	89.81	89.81	91.52	88.67
S2	87.52	87.52	90.94
S3	81.25	83.54	90.37
S4	74.98	77.27	88.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.77	91.05	5.72	6.1%	2.40	2.6%	43%	False	False	84,868
10	97.78	91.05	6.73	7.2%	1.88	2.0%	37%	False	False	72,917
20	97.78	90.69	7.09	7.6%	1.83	2.0%	40%	False	False	71,012
40	97.78	88.78	9.00	9.6%	1.87	2.0%	53%	False	False	64,153
60	97.78	85.52	12.26	13.1%	1.91	2.0%	65%	False	False	61,557

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.82
2.618	98.08
1.618	96.40
1.000	95.36
0.618	94.72
HIGH	93.68
0.618	93.04
0.500	92.84
0.382	92.64
LOW	92.00
0.618	90.96
1.000	90.32
1.618	89.28
2.618	87.60
4.250	84.86

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	93.29	93.17
PP	93.07	92.82
S1	92.84	92.47

Download as Excel Spreadsheet

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

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