NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 94.10 94.04 -0.06 -0.1% 93.24
High 94.59 95.29 0.70 0.7% 95.75
Low 93.71 93.94 0.23 0.2% 91.74
Close 93.86 94.80 0.94 1.0% 92.12
Range 0.88 1.35 0.47 53.4% 4.01
ATR 1.84 1.81 -0.03 -1.6% 0.00
Volume 32,205 33,659 1,454 4.5% 73,117
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.73 98.11 95.54
R3 97.38 96.76 95.17
R2 96.03 96.03 95.05
R1 95.41 95.41 94.92 95.72
PP 94.68 94.68 94.68 94.83
S1 94.06 94.06 94.68 94.37
S2 93.33 93.33 94.55
S3 91.98 92.71 94.43
S4 90.63 91.36 94.06
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 95.29 91.54 3.75 4.0% 1.61 1.7% 87% True False 29,452
10 95.75 91.54 4.21 4.4% 1.82 1.9% 77% False False 23,867
20 96.83 91.54 5.29 5.6% 1.76 1.9% 62% False False 21,531
40 96.83 86.47 10.36 10.9% 1.87 2.0% 80% False False 18,152
60 97.26 86.47 10.79 11.4% 1.68 1.8% 77% False False 14,877
80 99.41 86.47 12.94 13.6% 1.54 1.6% 64% False False 12,845
100 99.41 86.47 12.94 13.6% 1.40 1.5% 64% False False 11,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.03
2.618 98.82
1.618 97.47
1.000 96.64
0.618 96.12
HIGH 95.29
0.618 94.77
0.500 94.62
0.382 94.46
LOW 93.94
0.618 93.11
1.000 92.59
1.618 91.76
2.618 90.41
4.250 88.20
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 94.74 94.51
PP 94.68 94.22
S1 94.62 93.94

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

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