NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 91.37 91.71 0.34 0.4% 89.39
High 91.96 92.24 0.28 0.3% 91.78
Low 91.13 91.46 0.33 0.4% 86.89
Close 91.60 92.17 0.57 0.6% 91.38
Range 0.83 0.78 -0.05 -6.0% 4.89
ATR 1.54 1.49 -0.05 -3.5% 0.00
Volume 8,857 10,632 1,775 20.0% 55,078
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 94.30 94.01 92.60
R3 93.52 93.23 92.38
R2 92.74 92.74 92.31
R1 92.45 92.45 92.24 92.60
PP 91.96 91.96 91.96 92.03
S1 91.67 91.67 92.10 91.82
S2 91.18 91.18 92.03
S3 90.40 90.89 91.96
S4 89.62 90.11 91.74
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 87.65 5.00 5.4% 1.51 1.6% 90% False False 11,294
10 92.65 86.89 5.76 6.2% 1.62 1.8% 92% False False 10,934
20 92.65 84.84 7.81 8.5% 1.55 1.7% 94% False False 9,966
40 93.96 84.84 9.12 9.9% 1.24 1.3% 80% False False 9,784
60 95.87 84.84 11.03 12.0% 1.13 1.2% 66% False False 8,855
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 95.56
2.618 94.28
1.618 93.50
1.000 93.02
0.618 92.72
HIGH 92.24
0.618 91.94
0.500 91.85
0.382 91.76
LOW 91.46
0.618 90.98
1.000 90.68
1.618 90.20
2.618 89.42
4.250 88.15
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 92.06 92.08
PP 91.96 91.98
S1 91.85 91.89

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

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