NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 90.10 89.85 -0.25 -0.3% 90.08
High 90.48 89.96 -0.52 -0.6% 92.23
Low 88.78 88.99 0.21 0.2% 88.78
Close 90.31 89.17 -1.14 -1.3% 89.17
Range 1.70 0.97 -0.73 -42.9% 3.45
ATR 1.53 1.52 -0.02 -1.0% 0.00
Volume 9,704 11,004 1,300 13.4% 37,199
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 92.28 91.70 89.70
R3 91.31 90.73 89.44
R2 90.34 90.34 89.35
R1 89.76 89.76 89.26 89.57
PP 89.37 89.37 89.37 89.28
S1 88.79 88.79 89.08 88.60
S2 88.40 88.40 88.99
S3 87.43 87.82 88.90
S4 86.46 86.85 88.64
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 100.41 98.24 91.07
R3 96.96 94.79 90.12
R2 93.51 93.51 89.80
R1 91.34 91.34 89.49 90.70
PP 90.06 90.06 90.06 89.74
S1 87.89 87.89 88.85 87.25
S2 86.61 86.61 88.54
S3 83.16 84.44 88.22
S4 79.71 80.99 87.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.23 88.78 3.45 3.9% 1.53 1.7% 11% False False 10,043
10 92.94 88.78 4.16 4.7% 1.40 1.6% 9% False False 11,680
20 92.94 88.78 4.16 4.7% 1.41 1.6% 9% False False 11,690
40 92.94 84.84 8.10 9.1% 1.42 1.6% 53% False False 10,935
60 93.96 84.84 9.12 10.2% 1.27 1.4% 47% False False 10,219
80 95.87 84.84 11.03 12.4% 1.18 1.3% 39% False False 9,570
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 0.33
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 94.08
2.618 92.50
1.618 91.53
1.000 90.93
0.618 90.56
HIGH 89.96
0.618 89.59
0.500 89.48
0.382 89.36
LOW 88.99
0.618 88.39
1.000 88.02
1.618 87.42
2.618 86.45
4.250 84.87
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 89.48 90.19
PP 89.37 89.85
S1 89.27 89.51

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

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