NYMEX Light Sweet Crude Oil Future January 2014

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	94.11	93.59	-0.52	-0.6%	90.76
High	94.56	95.00	0.44	0.5%	94.56
Low	93.38	93.59	0.21	0.2%	90.40
Close	93.64	94.68	1.04	1.1%	93.64
Range	1.18	1.41	0.23	19.5%	4.16
ATR	1.62	1.61	-0.02	-0.9%	0.00
Volume	7,634	8,497	863	11.3%	64,355

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.65	98.08	95.46
R3	97.24	96.67	95.07
R2	95.83	95.83	94.94
R1	95.26	95.26	94.81	95.55
PP	94.42	94.42	94.42	94.57
S1	93.85	93.85	94.55	94.14
S2	93.01	93.01	94.42
S3	91.60	92.44	94.29
S4	90.19	91.03	93.90

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.35	103.65	95.93
R3	101.19	99.49	94.78
R2	97.03	97.03	94.40
R1	95.33	95.33	94.02	96.18
PP	92.87	92.87	92.87	93.29
S1	91.17	91.17	93.26	92.02
S2	88.71	88.71	92.88
S3	84.55	87.01	92.50
S4	80.39	82.85	91.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.00	91.40	3.60	3.8%	1.43	1.5%	91%	True	False	12,550
10	97.02	90.40	6.62	7.0%	1.68	1.8%	65%	False	False	10,826
20	97.02	90.40	6.62	7.0%	1.42	1.5%	65%	False	False	9,517
40	97.02	90.35	6.67	7.0%	1.44	1.5%	65%	False	False	7,451

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.99
2.618	98.69
1.618	97.28
1.000	96.41
0.618	95.87
HIGH	95.00
0.618	94.46
0.500	94.30
0.382	94.13
LOW	93.59
0.618	92.72
1.000	92.18
1.618	91.31
2.618	89.90
4.250	87.60

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	94.55	94.43
PP	94.42	94.18
S1	94.30	93.93

Download as Excel Spreadsheet

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

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