NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 91.86 92.32 0.46 0.5% 91.76
High 92.89 92.94 0.05 0.1% 92.89
Low 91.66 91.82 0.16 0.2% 89.32
Close 92.32 92.68 0.36 0.4% 92.32
Range 1.23 1.12 -0.11 -8.9% 3.57
ATR 1.52 1.49 -0.03 -1.9% 0.00
Volume 10,051 17,094 7,043 70.1% 59,588
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 95.84 95.38 93.30
R3 94.72 94.26 92.99
R2 93.60 93.60 92.89
R1 93.14 93.14 92.78 93.37
PP 92.48 92.48 92.48 92.60
S1 92.02 92.02 92.58 92.25
S2 91.36 91.36 92.47
S3 90.24 90.90 92.37
S4 89.12 89.78 92.06
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 102.22 100.84 94.28
R3 98.65 97.27 93.30
R2 95.08 95.08 92.97
R1 93.70 93.70 92.65 94.39
PP 91.51 91.51 91.51 91.86
S1 90.13 90.13 91.99 90.82
S2 87.94 87.94 91.67
S3 84.37 86.56 91.34
S4 80.80 82.99 90.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.94 89.32 3.62 3.9% 1.47 1.6% 93% True False 12,796
10 92.94 89.32 3.62 3.9% 1.33 1.4% 93% True False 12,075
20 92.94 86.32 6.62 7.1% 1.54 1.7% 96% True False 11,338
40 93.96 84.84 9.12 9.8% 1.36 1.5% 86% False False 10,465
60 93.96 84.84 9.12 9.8% 1.20 1.3% 86% False False 9,337
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.70
2.618 95.87
1.618 94.75
1.000 94.06
0.618 93.63
HIGH 92.94
0.618 92.51
0.500 92.38
0.382 92.25
LOW 91.82
0.618 91.13
1.000 90.70
1.618 90.01
2.618 88.89
4.250 87.06
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 92.58 92.35
PP 92.48 92.03
S1 92.38 91.70

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

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