NYMEX Light Sweet Crude Oil Future November 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 92.78 93.56 0.78 0.8% 92.91
High 94.05 94.26 0.21 0.2% 95.27
Low 92.23 93.29 1.06 1.1% 91.40
Close 93.21 93.50 0.29 0.3% 91.74
Range 1.82 0.97 -0.85 -46.7% 3.87
ATR 1.82 1.76 -0.05 -3.0% 0.00
Volume 20,398 20,705 307 1.5% 56,061
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.59 96.02 94.03
R3 95.62 95.05 93.77
R2 94.65 94.65 93.68
R1 94.08 94.08 93.59 93.88
PP 93.68 93.68 93.68 93.59
S1 93.11 93.11 93.41 92.91
S2 92.71 92.71 93.32
S3 91.74 92.14 93.23
S4 90.77 91.17 92.97
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 94.26 91.22 3.04 3.3% 1.77 1.9% 75% True False 18,960
10 95.31 91.22 4.09 4.4% 1.85 2.0% 56% False False 15,065
20 96.30 91.22 5.08 5.4% 1.69 1.8% 45% False False 12,934
40 96.30 85.96 10.34 11.1% 1.79 1.9% 73% False False 11,073
60 96.74 85.96 10.78 11.5% 1.58 1.7% 70% False False 9,216
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 0.42
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 96.80
1.618 95.83
1.000 95.23
0.618 94.86
HIGH 94.26
0.618 93.89
0.500 93.78
0.382 93.66
LOW 93.29
0.618 92.69
1.000 92.32
1.618 91.72
2.618 90.75
4.250 89.17
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 93.78 93.25
PP 93.68 92.99
S1 93.59 92.74

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

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