NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 93.35 93.86 0.51 0.5% 93.89
High 94.41 94.48 0.07 0.1% 95.92
Low 92.38 93.41 1.03 1.1% 91.56
Close 93.31 93.74 0.43 0.5% 91.97
Range 2.03 1.07 -0.96 -47.3% 4.36
ATR 2.13 2.06 -0.07 -3.2% 0.00
Volume 301,136 268,909 -32,227 -10.7% 1,097,284
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.09 96.48 94.33
R3 96.02 95.41 94.03
R2 94.95 94.95 93.94
R1 94.34 94.34 93.84 94.11
PP 93.88 93.88 93.88 93.76
S1 93.27 93.27 93.64 93.04
S2 92.81 92.81 93.54
S3 91.74 92.20 93.45
S4 90.67 91.13 93.15
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 94.48 91.26 3.22 3.4% 2.03 2.2% 77% True False 284,070
10 96.19 91.26 4.93 5.3% 2.10 2.2% 50% False False 281,892
20 97.35 91.26 6.09 6.5% 1.98 2.1% 41% False False 220,905
40 97.38 86.16 11.22 12.0% 2.15 2.3% 68% False False 142,846
60 98.22 86.16 12.06 12.9% 1.97 2.1% 63% False False 108,808
80 99.77 86.16 13.61 14.5% 1.84 2.0% 56% False False 87,351
100 99.77 86.16 13.61 14.5% 1.72 1.8% 56% False False 74,650
120 99.77 86.16 13.61 14.5% 1.60 1.7% 56% False False 63,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 97.28
1.618 96.21
1.000 95.55
0.618 95.14
HIGH 94.48
0.618 94.07
0.500 93.95
0.382 93.82
LOW 93.41
0.618 92.75
1.000 92.34
1.618 91.68
2.618 90.61
4.250 88.86
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 93.95 93.45
PP 93.88 93.16
S1 93.81 92.87

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

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