NYMEX Light Sweet Crude Oil Future October 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 93.38 92.11 -1.27 -1.4% 93.24
High 93.38 93.79 0.41 0.4% 95.75
Low 91.74 91.54 -0.20 -0.2% 91.74
Close 92.12 93.55 1.43 1.6% 92.12
Range 1.64 2.25 0.61 37.2% 4.01
ATR 1.87 1.89 0.03 1.5% 0.00
Volume 21,323 27,860 6,537 30.7% 73,117
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.71 98.88 94.79
R3 97.46 96.63 94.17
R2 95.21 95.21 93.96
R1 94.38 94.38 93.76 94.80
PP 92.96 92.96 92.96 93.17
S1 92.13 92.13 93.34 92.55
S2 90.71 90.71 93.14
S3 88.46 89.88 92.93
S4 86.21 87.63 92.31
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 105.23 102.69 94.33
R3 101.22 98.68 93.22
R2 97.21 97.21 92.86
R1 94.67 94.67 92.49 93.94
PP 93.20 93.20 93.20 92.84
S1 90.66 90.66 91.75 89.93
S2 89.19 89.19 91.38
S3 85.18 86.65 91.02
S4 81.17 82.64 89.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.75 91.54 4.21 4.5% 2.16 2.3% 48% False True 20,195
10 96.83 91.54 5.29 5.7% 1.89 2.0% 38% False True 19,020
20 96.83 91.54 5.29 5.7% 1.76 1.9% 38% False True 19,431
40 96.83 86.47 10.36 11.1% 1.86 2.0% 68% False False 16,408
60 97.26 86.47 10.79 11.5% 1.67 1.8% 66% False False 13,606
80 99.41 86.47 12.94 13.8% 1.53 1.6% 55% False False 12,082
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.35
2.618 99.68
1.618 97.43
1.000 96.04
0.618 95.18
HIGH 93.79
0.618 92.93
0.500 92.67
0.382 92.40
LOW 91.54
0.618 90.15
1.000 89.29
1.618 87.90
2.618 85.65
4.250 81.98
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 93.26 93.28
PP 92.96 93.01
S1 92.67 92.74

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

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