NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 91.73 93.35 1.62 1.8% 93.89
High 93.70 94.41 0.71 0.8% 95.92
Low 91.26 92.38 1.12 1.2% 91.56
Close 93.45 93.31 -0.14 -0.1% 91.97
Range 2.44 2.03 -0.41 -16.8% 4.36
ATR 2.13 2.13 -0.01 -0.3% 0.00
Volume 287,474 301,136 13,662 4.8% 1,097,284
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.46 98.41 94.43
R3 97.43 96.38 93.87
R2 95.40 95.40 93.68
R1 94.35 94.35 93.50 93.86
PP 93.37 93.37 93.37 93.12
S1 92.32 92.32 93.12 91.83
S2 91.34 91.34 92.94
S3 89.31 90.29 92.75
S4 87.28 88.26 92.19
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 95.22 91.26 3.96 4.2% 2.30 2.5% 52% False False 288,980
10 97.22 91.26 5.96 6.4% 2.15 2.3% 34% False False 280,917
20 97.35 91.26 6.09 6.5% 1.99 2.1% 34% False False 212,717
40 97.38 86.16 11.22 12.0% 2.16 2.3% 64% False False 137,138
60 98.22 86.16 12.06 12.9% 1.97 2.1% 59% False False 104,659
80 99.77 86.16 13.61 14.6% 1.83 2.0% 53% False False 84,395
100 99.77 86.16 13.61 14.6% 1.72 1.8% 53% False False 72,092
120 99.77 86.16 13.61 14.6% 1.60 1.7% 53% False False 61,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.04
2.618 99.72
1.618 97.69
1.000 96.44
0.618 95.66
HIGH 94.41
0.618 93.63
0.500 93.40
0.382 93.16
LOW 92.38
0.618 91.13
1.000 90.35
1.618 89.10
2.618 87.07
4.250 83.75
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 93.40 93.15
PP 93.37 92.99
S1 93.34 92.84

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

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