NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 90.40 90.98 0.58 0.6% 91.11
High 90.55 90.98 0.43 0.5% 91.11
Low 89.85 90.97 1.12 1.2% 88.60
Close 90.40 90.98 0.58 0.6% 88.89
Range 0.70 0.01 -0.69 -98.6% 2.51
ATR 0.95 0.93 -0.03 -2.8% 0.00
Volume 11,662 8,851 -2,811 -24.1% 3,628
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 91.01 91.00 90.99
R3 91.00 90.99 90.98
R2 90.99 90.99 90.98
R1 90.98 90.98 90.98 90.99
PP 90.98 90.98 90.98 90.98
S1 90.97 90.97 90.98 90.98
S2 90.97 90.97 90.98
S3 90.96 90.96 90.98
S4 90.95 90.95 90.97
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 90.98 88.60 2.38 2.6% 0.60 0.7% 100% True False 5,270
10 91.11 88.60 2.51 2.8% 0.47 0.5% 95% False False 2,993
20 92.60 88.60 4.00 4.4% 0.54 0.6% 60% False False 2,014
40 92.60 84.98 7.62 8.4% 0.27 0.3% 79% False False 1,359
60 93.35 84.98 8.37 9.2% 0.19 0.2% 72% False False 1,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.02
2.618 91.01
1.618 91.00
1.000 90.99
0.618 90.99
HIGH 90.98
0.618 90.98
0.500 90.98
0.382 90.97
LOW 90.97
0.618 90.96
1.000 90.96
1.618 90.95
2.618 90.94
4.250 90.93
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 90.98 90.79
PP 90.98 90.60
S1 90.98 90.42

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

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