NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 89.85 90.33 0.48 0.5% 92.32
High 90.71 90.68 -0.03 0.0% 92.94
Low 89.23 89.67 0.44 0.5% 89.23
Close 90.70 90.68 -0.02 0.0% 90.68
Range 1.48 1.01 -0.47 -31.8% 3.71
ATR 1.48 1.45 -0.03 -2.2% 0.00
Volume 13,784 13,018 -766 -5.6% 69,552
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 93.37 93.04 91.24
R3 92.36 92.03 90.96
R2 91.35 91.35 90.87
R1 91.02 91.02 90.77 91.19
PP 90.34 90.34 90.34 90.43
S1 90.01 90.01 90.59 90.18
S2 89.33 89.33 90.49
S3 88.32 89.00 90.40
S4 87.31 87.99 90.12
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 102.08 100.09 92.72
R3 98.37 96.38 91.70
R2 94.66 94.66 91.36
R1 92.67 92.67 91.02 91.81
PP 90.95 90.95 90.95 90.52
S1 88.96 88.96 90.34 88.10
S2 87.24 87.24 90.00
S3 83.53 85.25 89.66
S4 79.82 81.54 88.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.94 89.23 3.71 4.1% 1.23 1.4% 39% False False 13,910
10 92.94 89.23 3.71 4.1% 1.33 1.5% 39% False False 12,914
20 92.94 86.89 6.05 6.7% 1.48 1.6% 63% False False 12,107
40 93.96 84.84 9.12 10.1% 1.39 1.5% 64% False False 10,787
60 93.96 84.84 9.12 10.1% 1.22 1.3% 64% False False 9,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 94.97
2.618 93.32
1.618 92.31
1.000 91.69
0.618 91.30
HIGH 90.68
0.618 90.29
0.500 90.18
0.382 90.06
LOW 89.67
0.618 89.05
1.000 88.66
1.618 88.04
2.618 87.03
4.250 85.38
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 90.51 90.73
PP 90.34 90.71
S1 90.18 90.70

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

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