NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	91.73	91.92	0.19	0.2%	89.56
High	92.44	93.01	0.57	0.6%	92.55
Low	91.66	91.36	-0.30	-0.3%	89.48
Close	92.09	92.80	0.71	0.8%	92.16
Range	0.78	1.65	0.87	111.5%	3.07
ATR	1.39	1.41	0.02	1.3%	0.00
Volume	13,222	12,638	-584	-4.4%	116,012

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.34	96.72	93.71
R3	95.69	95.07	93.25
R2	94.04	94.04	93.10
R1	93.42	93.42	92.95	93.73
PP	92.39	92.39	92.39	92.55
S1	91.77	91.77	92.65	92.08
S2	90.74	90.74	92.50
S3	89.09	90.12	92.35
S4	87.44	88.47	91.89

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.61	99.45	93.85
R3	97.54	96.38	93.00
R2	94.47	94.47	92.72
R1	93.31	93.31	92.44	93.89
PP	91.40	91.40	91.40	91.69
S1	90.24	90.24	91.88	90.82
S2	88.33	88.33	91.60
S3	85.26	87.17	91.32
S4	82.19	84.10	90.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.01	90.46	2.55	2.7%	1.36	1.5%	92%	True	False	21,190
10	93.01	88.99	4.02	4.3%	1.21	1.3%	95%	True	False	20,443
20	93.01	88.78	4.23	4.6%	1.35	1.5%	95%	True	False	16,243
40	93.01	84.84	8.17	8.8%	1.42	1.5%	97%	True	False	13,584
60	93.96	84.84	9.12	9.8%	1.32	1.4%	87%	False	False	12,073
80	95.16	84.84	10.32	11.1%	1.23	1.3%	77%	False	False	10,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.02
2.618	97.33
1.618	95.68
1.000	94.66
0.618	94.03
HIGH	93.01
0.618	92.38
0.500	92.19
0.382	91.99
LOW	91.36
0.618	90.34
1.000	89.71
1.618	88.69
2.618	87.04
4.250	84.35

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	92.60	92.48
PP	92.39	92.15
S1	92.19	91.83

Download as Excel Spreadsheet

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

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