NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	93.50	94.39	0.89	1.0%	93.51
High	94.73	95.86	1.13	1.2%	95.86
Low	93.50	94.30	0.80	0.9%	92.23
Close	94.56	95.50	0.94	1.0%	95.50
Range	1.23	1.56	0.33	26.8%	3.63
ATR	1.30	1.32	0.02	1.4%	0.00
Volume	2,463	3,117	654	26.6%	18,622

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.90	99.26	96.36
R3	98.34	97.70	95.93
R2	96.78	96.78	95.79
R1	96.14	96.14	95.64	96.46
PP	95.22	95.22	95.22	95.38
S1	94.58	94.58	95.36	94.90
S2	93.66	93.66	95.21
S3	92.10	93.02	95.07
S4	90.54	91.46	94.64

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.42	104.09	97.50
R3	101.79	100.46	96.50
R2	98.16	98.16	96.17
R1	96.83	96.83	95.83	97.50
PP	94.53	94.53	94.53	94.86
S1	93.20	93.20	95.17	93.87
S2	90.90	90.90	94.83
S3	87.27	89.57	94.50
S4	83.64	85.94	93.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.86	92.23	3.63	3.8%	1.15	1.2%	90%	True	False	3,724
10	95.86	91.09	4.77	5.0%	1.16	1.2%	92%	True	False	3,372
20	95.86	90.27	5.59	5.9%	1.29	1.3%	94%	True	False	2,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.49
2.618	99.94
1.618	98.38
1.000	97.42
0.618	96.82
HIGH	95.86
0.618	95.26
0.500	95.08
0.382	94.90
LOW	94.30
0.618	93.34
1.000	92.74
1.618	91.78
2.618	90.22
4.250	87.67

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	95.36	95.13
PP	95.22	94.77
S1	95.08	94.40

Download as Excel Spreadsheet

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

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