NYMEX Light Sweet Crude Oil Future January 2014


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 91.92 92.64 0.72 0.8% 91.90
High 92.92 93.29 0.37 0.4% 94.32
Low 91.35 92.55 1.20 1.3% 90.58
Close 92.32 92.55 0.23 0.2% 90.83
Range 1.57 0.74 -0.83 -52.9% 3.74
ATR 1.65 1.60 -0.05 -2.9% 0.00
Volume 5,802 9,706 3,904 67.3% 18,365
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.02 94.52 92.96
R3 94.28 93.78 92.75
R2 93.54 93.54 92.69
R1 93.04 93.04 92.62 92.92
PP 92.80 92.80 92.80 92.74
S1 92.30 92.30 92.48 92.18
S2 92.06 92.06 92.41
S3 91.32 91.56 92.35
S4 90.58 90.82 92.14
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 103.13 100.72 92.89
R3 99.39 96.98 91.86
R2 95.65 95.65 91.52
R1 93.24 93.24 91.17 92.58
PP 91.91 91.91 91.91 91.58
S1 89.50 89.50 90.49 88.84
S2 88.17 88.17 90.14
S3 84.43 85.76 89.80
S4 80.69 82.02 88.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.29 90.35 2.94 3.2% 1.42 1.5% 75% True False 6,318
10 94.32 90.35 3.97 4.3% 1.59 1.7% 55% False False 5,339
20 95.18 90.35 4.83 5.2% 1.44 1.6% 46% False False 5,422
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 0.32
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 96.44
2.618 95.23
1.618 94.49
1.000 94.03
0.618 93.75
HIGH 93.29
0.618 93.01
0.500 92.92
0.382 92.83
LOW 92.55
0.618 92.09
1.000 91.81
1.618 91.35
2.618 90.61
4.250 89.41
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 92.92 92.31
PP 92.80 92.06
S1 92.67 91.82

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

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