NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 93.64 91.73 -1.91 -2.0% 93.89
High 93.85 93.70 -0.15 -0.2% 95.92
Low 91.56 91.26 -0.30 -0.3% 91.56
Close 91.97 93.45 1.48 1.6% 91.97
Range 2.29 2.44 0.15 6.6% 4.36
ATR 2.11 2.13 0.02 1.1% 0.00
Volume 267,978 287,474 19,496 7.3% 1,097,284
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.12 99.23 94.79
R3 97.68 96.79 94.12
R2 95.24 95.24 93.90
R1 94.35 94.35 93.67 94.80
PP 92.80 92.80 92.80 93.03
S1 91.91 91.91 93.23 92.36
S2 90.36 90.36 93.00
S3 87.92 89.47 92.78
S4 85.48 87.03 92.11
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 106.23 103.46 94.37
R3 101.87 99.10 93.17
R2 97.51 97.51 92.77
R1 94.74 94.74 92.37 93.95
PP 93.15 93.15 93.15 92.75
S1 90.38 90.38 91.57 89.59
S2 88.79 88.79 91.17
S3 84.43 86.02 90.77
S4 80.07 81.66 89.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.92 91.26 4.66 5.0% 2.43 2.6% 47% False True 276,951
10 97.35 91.26 6.09 6.5% 2.13 2.3% 36% False True 277,183
20 97.38 91.26 6.12 6.5% 2.00 2.1% 36% False True 202,190
40 97.38 86.16 11.22 12.0% 2.15 2.3% 65% False False 131,155
60 98.22 86.16 12.06 12.9% 1.96 2.1% 60% False False 100,320
80 99.77 86.16 13.61 14.6% 1.83 2.0% 54% False False 81,106
100 99.77 86.16 13.61 14.6% 1.71 1.8% 54% False False 69,184
120 99.77 86.16 13.61 14.6% 1.59 1.7% 54% False False 59,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.07
2.618 100.09
1.618 97.65
1.000 96.14
0.618 95.21
HIGH 93.70
0.618 92.77
0.500 92.48
0.382 92.19
LOW 91.26
0.618 89.75
1.000 88.82
1.618 87.31
2.618 84.87
4.250 80.89
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 93.13 93.18
PP 92.80 92.90
S1 92.48 92.63

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

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