NYMEX Light Sweet Crude Oil Future October 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 93.27 94.10 0.83 0.9% 93.24
High 94.49 94.59 0.10 0.1% 95.75
Low 92.58 93.71 1.13 1.2% 91.74
Close 93.51 93.86 0.35 0.4% 92.12
Range 1.91 0.88 -1.03 -53.9% 4.01
ATR 1.89 1.84 -0.06 -3.1% 0.00
Volume 32,214 32,205 -9 0.0% 73,117
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.69 96.16 94.34
R3 95.81 95.28 94.10
R2 94.93 94.93 94.02
R1 94.40 94.40 93.94 94.23
PP 94.05 94.05 94.05 93.97
S1 93.52 93.52 93.78 93.35
S2 93.17 93.17 93.70
S3 92.29 92.64 93.62
S4 91.41 91.76 93.38
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 94.59 91.54 3.05 3.2% 1.77 1.9% 76% True False 27,613
10 95.82 91.54 4.28 4.6% 1.89 2.0% 54% False False 22,095
20 96.83 91.54 5.29 5.6% 1.75 1.9% 44% False False 20,485
40 96.83 86.47 10.36 11.0% 1.87 2.0% 71% False False 17,595
60 97.26 86.47 10.79 11.5% 1.68 1.8% 68% False False 14,424
80 99.41 86.47 12.94 13.8% 1.54 1.6% 57% False False 12,638
100 99.41 86.47 12.94 13.8% 1.39 1.5% 57% False False 11,456
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 0.47
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 98.33
2.618 96.89
1.618 96.01
1.000 95.47
0.618 95.13
HIGH 94.59
0.618 94.25
0.500 94.15
0.382 94.05
LOW 93.71
0.618 93.17
1.000 92.83
1.618 92.29
2.618 91.41
4.250 89.97
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 94.15 93.60
PP 94.05 93.33
S1 93.96 93.07

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

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