NYMEX Light Sweet Crude Oil Future June 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 89.56 90.06 0.50 0.6% 90.08
High 90.66 91.21 0.55 0.6% 92.23
Low 89.48 89.65 0.17 0.2% 88.78
Close 90.56 90.48 -0.08 -0.1% 89.17
Range 1.18 1.56 0.38 32.2% 3.45
ATR 1.52 1.52 0.00 0.2% 0.00
Volume 16,640 17,486 846 5.1% 37,199
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.13 94.36 91.34
R3 93.57 92.80 90.91
R2 92.01 92.01 90.77
R1 91.24 91.24 90.62 91.63
PP 90.45 90.45 90.45 90.64
S1 89.68 89.68 90.34 90.07
S2 88.89 88.89 90.19
S3 87.33 88.12 90.05
S4 85.77 86.56 89.62
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 91.60 88.78 2.82 3.1% 1.44 1.6% 60% False False 13,051
10 92.93 88.78 4.15 4.6% 1.44 1.6% 41% False False 12,378
20 92.94 88.78 4.16 4.6% 1.38 1.5% 41% False False 12,226
40 92.94 84.84 8.10 9.0% 1.46 1.6% 70% False False 11,217
60 93.96 84.84 9.12 10.1% 1.29 1.4% 62% False False 10,474
80 95.87 84.84 11.03 12.2% 1.19 1.3% 51% False False 9,692
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 95.29
1.618 93.73
1.000 92.77
0.618 92.17
HIGH 91.21
0.618 90.61
0.500 90.43
0.382 90.25
LOW 89.65
0.618 88.69
1.000 88.09
1.618 87.13
2.618 85.57
4.250 83.02
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 90.46 90.35
PP 90.45 90.23
S1 90.43 90.10

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

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