NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 95.38 96.48 1.10 1.2% 92.18
High 96.54 98.48 1.94 2.0% 95.45
Low 95.20 96.48 1.28 1.3% 91.05
Close 96.48 97.90 1.42 1.5% 94.38
Range 1.34 2.00 0.66 49.3% 4.40
ATR 1.81 1.82 0.01 0.8% 0.00
Volume 94,751 148,629 53,878 56.9% 380,028
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.62 102.76 99.00
R3 101.62 100.76 98.45
R2 99.62 99.62 98.27
R1 98.76 98.76 98.08 99.19
PP 97.62 97.62 97.62 97.84
S1 96.76 96.76 97.72 97.19
S2 95.62 95.62 97.53
S3 93.62 94.76 97.35
S4 91.62 92.76 96.80
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 98.48 93.38 5.10 5.2% 1.65 1.7% 89% True False 85,619
10 98.48 91.05 7.43 7.6% 2.02 2.1% 92% True False 85,243
20 98.48 91.05 7.43 7.6% 1.78 1.8% 92% True False 76,437
40 98.48 90.69 7.79 8.0% 1.78 1.8% 93% True False 66,528
60 98.48 85.52 12.96 13.2% 1.90 1.9% 96% True False 64,233
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 0.39
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 106.98
2.618 103.72
1.618 101.72
1.000 100.48
0.618 99.72
HIGH 98.48
0.618 97.72
0.500 97.48
0.382 97.24
LOW 96.48
0.618 95.24
1.000 94.48
1.618 93.24
2.618 91.24
4.250 87.98
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 97.76 97.34
PP 97.62 96.77
S1 97.48 96.21

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

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