NYMEX Light Sweet Crude Oil Future December 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 93.03 93.86 0.83 0.9% 91.28
High 94.33 95.30 0.97 1.0% 95.30
Low 92.88 92.90 0.02 0.0% 90.69
Close 93.86 95.01 1.15 1.2% 95.01
Range 1.45 2.40 0.95 65.5% 4.61
ATR 1.83 1.87 0.04 2.2% 0.00
Volume 61,460 87,854 26,394 42.9% 361,488
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.60 100.71 96.33
R3 99.20 98.31 95.67
R2 96.80 96.80 95.45
R1 95.91 95.91 95.23 96.36
PP 94.40 94.40 94.40 94.63
S1 93.51 93.51 94.79 93.96
S2 92.00 92.00 94.57
S3 89.60 91.11 94.35
S4 87.20 88.71 93.69
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 107.50 105.86 97.55
R3 102.89 101.25 96.28
R2 98.28 98.28 95.86
R1 96.64 96.64 95.43 97.46
PP 93.67 93.67 93.67 94.08
S1 92.03 92.03 94.59 92.85
S2 89.06 89.06 94.16
S3 84.45 87.42 93.74
S4 79.84 82.81 92.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.30 90.69 4.61 4.9% 1.81 1.9% 94% True False 72,297
10 95.30 90.69 4.61 4.9% 1.91 2.0% 94% True False 62,078
20 95.75 90.69 5.06 5.3% 1.86 2.0% 85% False False 58,719
40 95.75 85.52 10.23 10.8% 1.98 2.1% 93% False False 59,570
60 96.43 85.52 10.91 11.5% 1.80 1.9% 87% False False 55,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.50
2.618 101.58
1.618 99.18
1.000 97.70
0.618 96.78
HIGH 95.30
0.618 94.38
0.500 94.10
0.382 93.82
LOW 92.90
0.618 91.42
1.000 90.50
1.618 89.02
2.618 86.62
4.250 82.70
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 94.71 94.70
PP 94.40 94.38
S1 94.10 94.07

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

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