NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 92.65 91.37 -1.28 -1.4% 89.39
High 92.65 91.96 -0.69 -0.7% 91.78
Low 91.20 91.13 -0.07 -0.1% 86.89
Close 91.96 91.60 -0.36 -0.4% 91.38
Range 1.45 0.83 -0.62 -42.8% 4.89
ATR 1.60 1.54 -0.05 -3.4% 0.00
Volume 13,864 8,857 -5,007 -36.1% 55,078
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 94.05 93.66 92.06
R3 93.22 92.83 91.83
R2 92.39 92.39 91.75
R1 92.00 92.00 91.68 92.20
PP 91.56 91.56 91.56 91.66
S1 91.17 91.17 91.52 91.37
S2 90.73 90.73 91.45
S3 89.90 90.34 91.37
S4 89.07 89.51 91.14
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 92.65 86.89 5.76 6.3% 1.89 2.1% 82% False False 11,463
10 92.65 86.89 5.76 6.3% 1.72 1.9% 82% False False 11,021
20 92.65 84.84 7.81 8.5% 1.55 1.7% 87% False False 10,120
40 93.96 84.84 9.12 10.0% 1.25 1.4% 74% False False 9,617
60 95.87 84.84 11.03 12.0% 1.14 1.2% 61% False False 8,873
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 0.11
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.49
2.618 94.13
1.618 93.30
1.000 92.79
0.618 92.47
HIGH 91.96
0.618 91.64
0.500 91.55
0.382 91.45
LOW 91.13
0.618 90.62
1.000 90.30
1.618 89.79
2.618 88.96
4.250 87.60
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 91.58 91.50
PP 91.56 91.41
S1 91.55 91.31

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

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