NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	90.82	90.80	-0.02	0.0%	88.01
High	90.82	91.06	0.24	0.3%	91.06
Low	90.58	90.26	-0.32	-0.4%	88.01
Close	90.82	90.26	-0.56	-0.6%	90.26
Range	0.24	0.80	0.56	233.3%	3.05
ATR	0.91	0.90	-0.01	-0.8%	0.00
Volume	2,224	2,736	512	23.0%	11,446

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.93	92.39	90.70
R3	92.13	91.59	90.48
R2	91.33	91.33	90.41
R1	90.79	90.79	90.33	90.66
PP	90.53	90.53	90.53	90.46
S1	89.99	89.99	90.19	89.86
S2	89.73	89.73	90.11
S3	88.93	89.19	90.04
S4	88.13	88.39	89.82

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.93	97.64	91.94
R3	95.88	94.59	91.10
R2	92.83	92.83	90.82
R1	91.54	91.54	90.54	92.19
PP	89.78	89.78	89.78	90.10
S1	88.49	88.49	89.98	89.14
S2	86.73	86.73	89.70
S3	83.68	85.44	89.42
S4	80.63	82.39	88.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.06	88.01	3.05	3.4%	0.51	0.6%	74%	True	False	2,289
10	93.59	88.01	5.58	6.2%	0.32	0.4%	40%	False	False	2,237
20	93.59	88.01	5.58	6.2%	0.31	0.3%	40%	False	False	3,881
40	93.59	88.01	5.58	6.2%	0.38	0.4%	40%	False	False	2,397
60	93.59	84.98	8.61	9.5%	0.26	0.3%	61%	False	False	1,815
80	93.59	84.98	8.61	9.5%	0.20	0.2%	61%	False	False	1,476

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	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.46
2.618	93.15
1.618	92.35
1.000	91.86
0.618	91.55
HIGH	91.06
0.618	90.75
0.500	90.66
0.382	90.57
LOW	90.26
0.618	89.77
1.000	89.46
1.618	88.97
2.618	88.17
4.250	86.86

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	90.66	90.33
PP	90.53	90.31
S1	90.39	90.28

Download as Excel Spreadsheet

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

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