NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 90.08 90.71 0.63 0.7% 92.32
High 92.23 91.60 -0.63 -0.7% 92.94
Low 90.08 89.80 -0.28 -0.3% 89.23
Close 91.44 89.92 -1.52 -1.7% 90.68
Range 2.15 1.80 -0.35 -16.3% 3.71
ATR 1.50 1.52 0.02 1.4% 0.00
Volume 6,068 10,423 4,355 71.8% 69,552
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 95.84 94.68 90.91
R3 94.04 92.88 90.42
R2 92.24 92.24 90.25
R1 91.08 91.08 90.09 90.76
PP 90.44 90.44 90.44 90.28
S1 89.28 89.28 89.76 88.96
S2 88.64 88.64 89.59
S3 86.84 87.48 89.43
S4 85.04 85.68 88.93
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 92.23 89.23 3.00 3.3% 1.58 1.8% 23% False False 10,374
10 92.94 89.23 3.71 4.1% 1.53 1.7% 19% False False 12,481
20 92.94 86.89 6.05 6.7% 1.54 1.7% 50% False False 11,908
40 93.46 84.84 8.62 9.6% 1.44 1.6% 59% False False 10,802
60 93.96 84.84 9.12 10.1% 1.26 1.4% 56% False False 10,016
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.25
2.618 96.31
1.618 94.51
1.000 93.40
0.618 92.71
HIGH 91.60
0.618 90.91
0.500 90.70
0.382 90.49
LOW 89.80
0.618 88.69
1.000 88.00
1.618 86.89
2.618 85.09
4.250 82.15
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 90.70 90.95
PP 90.44 90.61
S1 90.18 90.26

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

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