NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 90.00 90.55 0.55 0.6% 91.11
High 90.29 90.55 0.26 0.3% 91.11
Low 90.00 89.95 -0.05 -0.1% 88.60
Close 90.29 90.21 -0.08 -0.1% 88.89
Range 0.29 0.60 0.31 106.9% 2.51
ATR 1.00 0.97 -0.03 -2.9% 0.00
Volume 1,584 2,926 1,342 84.7% 3,628
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 92.04 91.72 90.54
R3 91.44 91.12 90.38
R2 90.84 90.84 90.32
R1 90.52 90.52 90.27 90.38
PP 90.24 90.24 90.24 90.17
S1 89.92 89.92 90.16 89.78
S2 89.64 89.64 90.10
S3 89.04 89.32 90.05
S4 88.44 88.72 89.88
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 91.00 88.60 2.40 2.7% 0.66 0.7% 67% False False 1,528
10 92.60 88.60 4.00 4.4% 0.51 0.6% 40% False False 1,102
20 92.60 88.60 4.00 4.4% 0.51 0.6% 40% False False 1,067
40 92.60 84.98 7.62 8.4% 0.25 0.3% 69% False False 878
60 93.35 84.98 8.37 9.3% 0.18 0.2% 62% False False 719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.10
2.618 92.12
1.618 91.52
1.000 91.15
0.618 90.92
HIGH 90.55
0.618 90.32
0.500 90.25
0.382 90.18
LOW 89.95
0.618 89.58
1.000 89.35
1.618 88.98
2.618 88.38
4.250 87.40
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 90.25 90.00
PP 90.24 89.79
S1 90.22 89.58

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

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