NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 89.39 90.70 1.31 1.5% 86.78
High 90.84 90.78 -0.06 -0.1% 90.81
Low 89.39 89.57 0.18 0.2% 86.10
Close 90.66 89.94 -0.72 -0.8% 89.87
Range 1.45 1.21 -0.24 -16.6% 4.71
ATR 1.40 1.39 -0.01 -1.0% 0.00
Volume 9,112 11,371 2,259 24.8% 46,394
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.73 93.04 90.61
R3 92.52 91.83 90.27
R2 91.31 91.31 90.16
R1 90.62 90.62 90.05 90.36
PP 90.10 90.10 90.10 89.97
S1 89.41 89.41 89.83 89.15
S2 88.89 88.89 89.72
S3 87.68 88.20 89.61
S4 86.47 86.99 89.27
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.06 101.17 92.46
R3 98.35 96.46 91.17
R2 93.64 93.64 90.73
R1 91.75 91.75 90.30 92.70
PP 88.93 88.93 88.93 89.40
S1 87.04 87.04 89.44 87.99
S2 84.22 84.22 89.01
S3 79.51 82.33 88.57
S4 74.80 77.62 87.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.84 87.50 3.34 3.7% 1.55 1.7% 73% False False 10,580
10 90.84 84.84 6.00 6.7% 1.47 1.6% 85% False False 10,045
20 93.46 84.84 8.62 9.6% 1.35 1.5% 59% False False 9,697
40 93.96 84.84 9.12 10.1% 1.12 1.2% 56% False False 9,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.92
2.618 93.95
1.618 92.74
1.000 91.99
0.618 91.53
HIGH 90.78
0.618 90.32
0.500 90.18
0.382 90.03
LOW 89.57
0.618 88.82
1.000 88.36
1.618 87.61
2.618 86.40
4.250 84.43
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 90.18 90.02
PP 90.10 89.99
S1 90.02 89.97

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

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