NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 93.84 94.69 0.85 0.9% 91.56
High 94.81 95.87 1.06 1.1% 95.87
Low 93.75 93.41 -0.34 -0.4% 91.22
Close 94.38 95.58 1.20 1.3% 95.58
Range 1.06 2.46 1.40 132.1% 4.65
ATR 1.73 1.78 0.05 3.0% 0.00
Volume 17,252 23,174 5,922 34.3% 101,360
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.33 101.42 96.93
R3 99.87 98.96 96.26
R2 97.41 97.41 96.03
R1 96.50 96.50 95.81 96.96
PP 94.95 94.95 94.95 95.18
S1 94.04 94.04 95.35 94.50
S2 92.49 92.49 95.13
S3 90.03 91.58 94.90
S4 87.57 89.12 94.23
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 108.17 106.53 98.14
R3 103.52 101.88 96.86
R2 98.87 98.87 96.43
R1 97.23 97.23 96.01 98.05
PP 94.22 94.22 94.22 94.64
S1 92.58 92.58 95.15 93.40
S2 89.57 89.57 94.73
S3 84.92 87.93 94.30
S4 80.27 83.28 93.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.87 91.22 4.65 4.9% 1.69 1.8% 94% True False 20,272
10 95.87 91.22 4.65 4.9% 1.81 1.9% 94% True False 17,050
20 96.30 91.22 5.08 5.3% 1.75 1.8% 86% False False 13,851
40 96.30 85.96 10.34 10.8% 1.82 1.9% 93% False False 11,736
60 96.74 85.96 10.78 11.3% 1.61 1.7% 89% False False 9,697
80 99.05 85.96 13.09 13.7% 1.45 1.5% 73% False False 8,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 106.33
2.618 102.31
1.618 99.85
1.000 98.33
0.618 97.39
HIGH 95.87
0.618 94.93
0.500 94.64
0.382 94.35
LOW 93.41
0.618 91.89
1.000 90.95
1.618 89.43
2.618 86.97
4.250 82.96
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 95.27 95.25
PP 94.95 94.91
S1 94.64 94.58

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

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