NYMEX Light Sweet Crude Oil Future July 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 92.42 92.80 0.38 0.4% 91.55
High 92.42 93.09 0.67 0.7% 93.09
Low 92.42 92.80 0.38 0.4% 90.70
Close 92.42 93.09 0.67 0.7% 93.09
Range 0.00 0.29 0.29 2.39
ATR 0.85 0.84 -0.01 -1.5% 0.00
Volume 1,734 1,292 -442 -25.5% 21,838
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 93.86 93.77 93.25
R3 93.57 93.48 93.17
R2 93.28 93.28 93.14
R1 93.19 93.19 93.12 93.24
PP 92.99 92.99 92.99 93.02
S1 92.90 92.90 93.06 92.95
S2 92.70 92.70 93.04
S3 92.41 92.61 93.01
S4 92.12 92.32 92.93
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.46 98.67 94.40
R3 97.07 96.28 93.75
R2 94.68 94.68 93.53
R1 93.89 93.89 93.31 94.29
PP 92.29 92.29 92.29 92.49
S1 91.50 91.50 92.87 91.90
S2 89.90 89.90 92.65
S3 87.51 89.11 92.43
S4 85.12 86.72 91.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.09 90.70 2.39 2.6% 0.26 0.3% 100% True False 4,367
10 93.09 89.85 3.24 3.5% 0.30 0.3% 100% True False 5,526
20 93.09 88.60 4.49 4.8% 0.36 0.4% 100% True False 3,232
40 93.09 85.61 7.48 8.0% 0.31 0.3% 100% True False 2,025
60 93.35 84.98 8.37 9.0% 0.21 0.2% 97% False False 1,503
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 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.32
2.618 93.85
1.618 93.56
1.000 93.38
0.618 93.27
HIGH 93.09
0.618 92.98
0.500 92.95
0.382 92.91
LOW 92.80
0.618 92.62
1.000 92.51
1.618 92.33
2.618 92.04
4.250 91.57
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 93.04 92.86
PP 92.99 92.64
S1 92.95 92.41

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

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