NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 91.44 92.64 1.20 1.3% 88.11
High 92.28 93.62 1.34 1.5% 91.68
Low 91.37 92.47 1.10 1.2% 88.11
Close 92.26 93.23 0.97 1.1% 90.74
Range 0.91 1.15 0.24 26.4% 3.57
ATR 1.44 1.43 -0.01 -0.4% 0.00
Volume 15,971 39,239 23,268 145.7% 99,645
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.56 96.04 93.86
R3 95.41 94.89 93.55
R2 94.26 94.26 93.44
R1 93.74 93.74 93.34 94.00
PP 93.11 93.11 93.11 93.24
S1 92.59 92.59 93.12 92.85
S2 91.96 91.96 93.02
S3 90.81 91.44 92.91
S4 89.66 90.29 92.60
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.89 99.38 92.70
R3 97.32 95.81 91.72
R2 93.75 93.75 91.39
R1 92.24 92.24 91.07 93.00
PP 90.18 90.18 90.18 90.55
S1 88.67 88.67 90.41 89.43
S2 86.61 86.61 90.09
S3 83.04 85.10 89.76
S4 79.47 81.53 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.62 90.08 3.54 3.8% 1.12 1.2% 89% True False 21,828
10 93.62 88.11 5.51 5.9% 1.57 1.7% 93% True False 21,524
20 94.46 88.11 6.35 6.8% 1.36 1.5% 81% False False 20,541
40 94.46 88.11 6.35 6.8% 1.37 1.5% 81% False False 16,959
60 94.46 84.84 9.62 10.3% 1.43 1.5% 87% False False 14,679
80 94.46 84.84 9.62 10.3% 1.31 1.4% 87% False False 13,288
100 95.87 84.84 11.03 11.8% 1.23 1.3% 76% False False 12,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 96.63
1.618 95.48
1.000 94.77
0.618 94.33
HIGH 93.62
0.618 93.18
0.500 93.05
0.382 92.91
LOW 92.47
0.618 91.76
1.000 91.32
1.618 90.61
2.618 89.46
4.250 87.58
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 93.17 92.92
PP 93.11 92.60
S1 93.05 92.29

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

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