NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 90.00 90.00 0.00 0.0% 91.11
High 90.00 90.29 0.29 0.3% 91.11
Low 88.60 90.00 1.40 1.6% 88.60
Close 88.89 90.29 1.40 1.6% 88.89
Range 1.40 0.29 -1.11 -79.3% 2.51
ATR 0.97 1.00 0.03 3.1% 0.00
Volume 1,329 1,584 255 19.2% 3,628
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 91.06 90.97 90.45
R3 90.77 90.68 90.37
R2 90.48 90.48 90.34
R1 90.39 90.39 90.32 90.44
PP 90.19 90.19 90.19 90.22
S1 90.10 90.10 90.26 90.15
S2 89.90 89.90 90.24
S3 89.61 89.81 90.21
S4 89.32 89.52 90.13
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 97.06 95.49 90.27
R3 94.55 92.98 89.58
R2 92.04 92.04 89.35
R1 90.47 90.47 89.12 90.00
PP 89.53 89.53 89.53 89.30
S1 87.96 87.96 88.66 87.49
S2 87.02 87.02 88.43
S3 84.51 85.45 88.20
S4 82.00 82.94 87.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 88.60 2.51 2.8% 0.54 0.6% 67% False False 1,042
10 92.60 88.60 4.00 4.4% 0.45 0.5% 42% False False 890
20 92.60 88.60 4.00 4.4% 0.48 0.5% 42% False False 956
40 92.60 84.98 7.62 8.4% 0.24 0.3% 70% False False 809
60 93.35 84.98 8.37 9.3% 0.17 0.2% 63% False False 684
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.52
2.618 91.05
1.618 90.76
1.000 90.58
0.618 90.47
HIGH 90.29
0.618 90.18
0.500 90.15
0.382 90.11
LOW 90.00
0.618 89.82
1.000 89.71
1.618 89.53
2.618 89.24
4.250 88.77
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 90.24 90.13
PP 90.19 89.96
S1 90.15 89.80

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

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