NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 87.65 90.17 2.52 2.9% 89.39
High 90.35 91.78 1.43 1.6% 91.78
Low 87.65 89.97 2.32 2.6% 86.89
Close 90.35 91.38 1.03 1.1% 91.38
Range 2.70 1.81 -0.89 -33.0% 4.89
ATR 1.59 1.61 0.02 1.0% 0.00
Volume 13,578 9,541 -4,037 -29.7% 55,078
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 96.47 95.74 92.38
R3 94.66 93.93 91.88
R2 92.85 92.85 91.71
R1 92.12 92.12 91.55 92.49
PP 91.04 91.04 91.04 91.23
S1 90.31 90.31 91.21 90.68
S2 89.23 89.23 91.05
S3 87.42 88.50 90.88
S4 85.61 86.69 90.38
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 104.69 102.92 94.07
R3 99.80 98.03 92.72
R2 94.91 94.91 92.28
R1 93.14 93.14 91.83 94.03
PP 90.02 90.02 90.02 90.46
S1 88.25 88.25 90.93 89.14
S2 85.13 85.13 90.48
S3 80.24 83.36 90.04
S4 75.35 78.47 88.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.78 86.89 4.89 5.4% 1.96 2.1% 92% True False 11,015
10 91.78 86.10 5.68 6.2% 1.74 1.9% 93% True False 10,147
20 91.99 84.84 7.15 7.8% 1.48 1.6% 91% False False 10,077
40 93.96 84.84 9.12 10.0% 1.23 1.3% 72% False False 9,557
60 95.87 84.84 11.03 12.1% 1.12 1.2% 59% False False 8,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 96.52
1.618 94.71
1.000 93.59
0.618 92.90
HIGH 91.78
0.618 91.09
0.500 90.88
0.382 90.66
LOW 89.97
0.618 88.85
1.000 88.16
1.618 87.04
2.618 85.23
4.250 82.28
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 91.21 90.70
PP 91.04 90.02
S1 90.88 89.34

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

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