NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 91.56 92.78 1.22 1.3% 92.91
High 93.36 94.05 0.69 0.7% 95.27
Low 91.22 92.23 1.01 1.1% 91.40
Close 93.20 93.21 0.01 0.0% 91.74
Range 2.14 1.82 -0.32 -15.0% 3.87
ATR 1.82 1.82 0.00 0.0% 0.00
Volume 19,831 20,398 567 2.9% 56,061
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.62 97.74 94.21
R3 96.80 95.92 93.71
R2 94.98 94.98 93.54
R1 94.10 94.10 93.38 94.54
PP 93.16 93.16 93.16 93.39
S1 92.28 92.28 93.04 92.72
S2 91.34 91.34 92.88
S3 89.52 90.46 92.71
S4 87.70 88.64 92.21
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 104.41 101.95 93.87
R3 100.54 98.08 92.80
R2 96.67 96.67 92.45
R1 94.21 94.21 92.09 93.51
PP 92.80 92.80 92.80 92.45
S1 90.34 90.34 91.39 89.64
S2 88.93 88.93 91.03
S3 85.06 86.47 90.68
S4 81.19 82.60 89.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.62 91.22 3.40 3.6% 2.01 2.2% 59% False False 17,367
10 96.02 91.22 4.80 5.1% 1.86 2.0% 41% False False 14,194
20 96.30 91.22 5.08 5.5% 1.67 1.8% 39% False False 12,488
40 96.30 85.96 10.34 11.1% 1.80 1.9% 70% False False 10,679
60 96.74 85.96 10.78 11.6% 1.58 1.7% 67% False False 8,941
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.79
2.618 98.81
1.618 96.99
1.000 95.87
0.618 95.17
HIGH 94.05
0.618 93.35
0.500 93.14
0.382 92.93
LOW 92.23
0.618 91.11
1.000 90.41
1.618 89.29
2.618 87.47
4.250 84.50
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 93.19 93.02
PP 93.16 92.83
S1 93.14 92.64

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

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