NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 94.53 94.48 -0.05 -0.1% 92.18
High 95.45 95.80 0.35 0.4% 95.45
Low 94.20 93.94 -0.26 -0.3% 91.05
Close 94.38 95.46 1.08 1.1% 94.38
Range 1.25 1.86 0.61 48.8% 4.40
ATR 1.84 1.84 0.00 0.1% 0.00
Volume 60,493 69,114 8,621 14.3% 380,028
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.65 99.91 96.48
R3 98.79 98.05 95.97
R2 96.93 96.93 95.80
R1 96.19 96.19 95.63 96.56
PP 95.07 95.07 95.07 95.25
S1 94.33 94.33 95.29 94.70
S2 93.21 93.21 95.12
S3 91.35 92.47 94.95
S4 89.49 90.61 94.44
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.83 105.00 96.80
R3 102.43 100.60 95.59
R2 98.03 98.03 95.19
R1 96.20 96.20 94.78 97.12
PP 93.63 93.63 93.63 94.08
S1 91.80 91.80 93.98 92.72
S2 89.23 89.23 93.57
S3 84.83 87.40 93.17
S4 80.43 83.00 91.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.80 92.00 3.80 4.0% 1.60 1.7% 91% True False 73,484
10 97.78 91.05 6.73 7.1% 1.91 2.0% 66% False False 71,649
20 97.78 91.05 6.73 7.1% 1.75 1.8% 66% False False 71,959
40 97.78 90.69 7.09 7.4% 1.78 1.9% 67% False False 63,859
60 97.78 85.52 12.26 12.8% 1.88 2.0% 81% False False 61,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.71
2.618 100.67
1.618 98.81
1.000 97.66
0.618 96.95
HIGH 95.80
0.618 95.09
0.500 94.87
0.382 94.65
LOW 93.94
0.618 92.79
1.000 92.08
1.618 90.93
2.618 89.07
4.250 86.04
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 95.26 95.17
PP 95.07 94.88
S1 94.87 94.59

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

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