NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 94.04 94.81 0.77 0.8% 92.11
High 95.29 96.34 1.05 1.1% 96.34
Low 93.94 93.86 -0.08 -0.1% 91.54
Close 94.80 96.05 1.25 1.3% 96.05
Range 1.35 2.48 1.13 83.7% 4.80
ATR 1.81 1.86 0.05 2.7% 0.00
Volume 33,659 27,752 -5,907 -17.5% 153,690
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.86 101.93 97.41
R3 100.38 99.45 96.73
R2 97.90 97.90 96.50
R1 96.97 96.97 96.28 97.44
PP 95.42 95.42 95.42 95.65
S1 94.49 94.49 95.82 94.96
S2 92.94 92.94 95.60
S3 90.46 92.01 95.37
S4 87.98 89.53 94.69
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.04 107.35 98.69
R3 104.24 102.55 97.37
R2 99.44 99.44 96.93
R1 97.75 97.75 96.49 98.60
PP 94.64 94.64 94.64 95.07
S1 92.95 92.95 95.61 93.80
S2 89.84 89.84 95.17
S3 85.04 88.15 94.73
S4 80.24 83.35 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.34 91.54 4.80 5.0% 1.77 1.8% 94% True False 30,738
10 96.34 91.54 4.80 5.0% 1.86 1.9% 94% True False 24,913
20 96.83 91.54 5.29 5.5% 1.83 1.9% 85% False False 21,640
40 96.83 86.47 10.36 10.8% 1.90 2.0% 92% False False 18,626
60 97.26 86.47 10.79 11.2% 1.71 1.8% 89% False False 15,170
80 99.41 86.47 12.94 13.5% 1.56 1.6% 74% False False 12,957
100 99.41 86.47 12.94 13.5% 1.41 1.5% 74% False False 11,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.88
2.618 102.83
1.618 100.35
1.000 98.82
0.618 97.87
HIGH 96.34
0.618 95.39
0.500 95.10
0.382 94.81
LOW 93.86
0.618 92.33
1.000 91.38
1.618 89.85
2.618 87.37
4.250 83.32
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 95.73 95.71
PP 95.42 95.37
S1 95.10 95.03

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

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