NYMEX Light Sweet Crude Oil Future August 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 93.54 94.05 0.51 0.5% 94.07
High 94.63 94.70 0.07 0.1% 96.09
Low 92.60 93.64 1.04 1.1% 91.80
Close 93.55 93.96 0.41 0.4% 92.21
Range 2.03 1.06 -0.97 -47.8% 4.29
ATR 2.07 2.01 -0.07 -3.2% 0.00
Volume 84,425 82,780 -1,645 -1.9% 262,052
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.28 96.68 94.54
R3 96.22 95.62 94.25
R2 95.16 95.16 94.15
R1 94.56 94.56 94.06 94.33
PP 94.10 94.10 94.10 93.99
S1 93.50 93.50 93.86 93.27
S2 93.04 93.04 93.77
S3 91.98 92.44 93.67
S4 90.92 91.38 93.38
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 106.24 103.51 94.57
R3 101.95 99.22 93.39
R2 97.66 97.66 93.00
R1 94.93 94.93 92.60 94.15
PP 93.37 93.37 93.37 92.98
S1 90.64 90.64 91.82 89.86
S2 89.08 89.08 91.42
S3 84.79 86.35 91.03
S4 80.50 82.06 89.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.70 91.50 3.20 3.4% 2.00 2.1% 77% True False 86,720
10 96.32 91.50 4.82 5.1% 2.06 2.2% 51% False False 74,449
20 97.46 91.50 5.96 6.3% 1.93 2.1% 41% False False 68,358
40 97.46 86.29 11.17 11.9% 2.09 2.2% 69% False False 53,105
60 97.94 86.29 11.65 12.4% 1.88 2.0% 66% False False 42,205
80 99.83 86.29 13.54 14.4% 1.75 1.9% 57% False False 35,288
100 99.98 86.29 13.69 14.6% 1.62 1.7% 56% False False 31,024
120 99.98 86.29 13.69 14.6% 1.48 1.6% 56% False False 26,644
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 0.45
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 97.48
1.618 96.42
1.000 95.76
0.618 95.36
HIGH 94.70
0.618 94.30
0.500 94.17
0.382 94.04
LOW 93.64
0.618 92.98
1.000 92.58
1.618 91.92
2.618 90.86
4.250 89.14
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 94.17 93.67
PP 94.10 93.39
S1 94.03 93.10

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

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