NYMEX Light Sweet Crude Oil Future November 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 93.56 93.84 0.28 0.3% 92.91
High 94.26 94.81 0.55 0.6% 95.27
Low 93.29 93.75 0.46 0.5% 91.40
Close 93.50 94.38 0.88 0.9% 91.74
Range 0.97 1.06 0.09 9.3% 3.87
ATR 1.76 1.73 -0.03 -1.8% 0.00
Volume 20,705 17,252 -3,453 -16.7% 56,061
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.49 97.00 94.96
R3 96.43 95.94 94.67
R2 95.37 95.37 94.57
R1 94.88 94.88 94.48 95.13
PP 94.31 94.31 94.31 94.44
S1 93.82 93.82 94.28 94.07
S2 93.25 93.25 94.19
S3 92.19 92.76 94.09
S4 91.13 91.70 93.80
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 94.81 91.22 3.59 3.8% 1.58 1.7% 88% True False 18,738
10 95.27 91.22 4.05 4.3% 1.77 1.9% 78% False False 15,820
20 96.30 91.22 5.08 5.4% 1.68 1.8% 62% False False 13,373
40 96.30 85.96 10.34 11.0% 1.79 1.9% 81% False False 11,314
60 96.74 85.96 10.78 11.4% 1.58 1.7% 78% False False 9,453
80 99.05 85.96 13.09 13.9% 1.42 1.5% 64% False False 8,347
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.32
2.618 97.59
1.618 96.53
1.000 95.87
0.618 95.47
HIGH 94.81
0.618 94.41
0.500 94.28
0.382 94.15
LOW 93.75
0.618 93.09
1.000 92.69
1.618 92.03
2.618 90.97
4.250 89.25
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 94.35 94.09
PP 94.31 93.81
S1 94.28 93.52

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

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