NYMEX Light Sweet Crude Oil Future December 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 91.28 92.61 1.33 1.5% 92.80
High 92.97 93.70 0.73 0.8% 94.80
Low 90.69 91.80 1.11 1.2% 90.90
Close 92.76 92.79 0.03 0.0% 91.28
Range 2.28 1.90 -0.38 -16.7% 3.90
ATR 1.93 1.92 0.00 -0.1% 0.00
Volume 58,366 71,378 13,012 22.3% 192,613
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.46 97.53 93.84
R3 96.56 95.63 93.31
R2 94.66 94.66 93.14
R1 93.73 93.73 92.96 94.20
PP 92.76 92.76 92.76 93.00
S1 91.83 91.83 92.62 92.30
S2 90.86 90.86 92.44
S3 88.96 89.93 92.27
S4 87.06 88.03 91.75
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 104.03 101.55 93.43
R3 100.13 97.65 92.35
R2 96.23 96.23 92.00
R1 93.75 93.75 91.64 93.04
PP 92.33 92.33 92.33 91.97
S1 89.85 89.85 90.92 89.14
S2 88.43 88.43 90.57
S3 84.53 85.95 90.21
S4 80.63 82.05 89.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.20 90.69 3.51 3.8% 2.09 2.3% 60% False False 58,004
10 95.56 90.69 4.87 5.2% 1.94 2.1% 43% False False 54,678
20 95.75 90.69 5.06 5.5% 1.79 1.9% 42% False False 55,528
40 95.75 85.52 10.23 11.0% 1.96 2.1% 71% False False 57,052
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 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.78
2.618 98.67
1.618 96.77
1.000 95.60
0.618 94.87
HIGH 93.70
0.618 92.97
0.500 92.75
0.382 92.53
LOW 91.80
0.618 90.63
1.000 89.90
1.618 88.73
2.618 86.83
4.250 83.73
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 92.78 92.59
PP 92.76 92.39
S1 92.75 92.20

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

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