NYMEX Light Sweet Crude Oil Future November 2013


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 93.31 91.56 -1.75 -1.9% 92.91
High 93.31 93.36 0.05 0.1% 95.27
Low 91.40 91.22 -0.18 -0.2% 91.40
Close 91.74 93.20 1.46 1.6% 91.74
Range 1.91 2.14 0.23 12.0% 3.87
ATR 1.79 1.82 0.02 1.4% 0.00
Volume 15,505 19,831 4,326 27.9% 56,061
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.01 98.25 94.38
R3 96.87 96.11 93.79
R2 94.73 94.73 93.59
R1 93.97 93.97 93.40 94.35
PP 92.59 92.59 92.59 92.79
S1 91.83 91.83 93.00 92.21
S2 90.45 90.45 92.81
S3 88.31 89.69 92.61
S4 86.17 87.55 92.02
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 104.41 101.95 93.87
R3 100.54 98.08 92.80
R2 96.67 96.67 92.45
R1 94.21 94.21 92.09 93.51
PP 92.80 92.80 92.80 92.45
S1 90.34 90.34 91.39 89.64
S2 88.93 88.93 91.03
S3 85.06 86.47 90.68
S4 81.19 82.60 89.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.27 91.22 4.05 4.3% 2.13 2.3% 49% False True 15,178
10 96.30 91.22 5.08 5.5% 1.83 2.0% 39% False True 13,422
20 96.30 91.22 5.08 5.5% 1.68 1.8% 39% False True 11,996
40 96.30 85.96 10.34 11.1% 1.77 1.9% 70% False False 10,391
60 96.74 85.96 10.78 11.6% 1.57 1.7% 67% False False 8,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.46
2.618 98.96
1.618 96.82
1.000 95.50
0.618 94.68
HIGH 93.36
0.618 92.54
0.500 92.29
0.382 92.04
LOW 91.22
0.618 89.90
1.000 89.08
1.618 87.76
2.618 85.62
4.250 82.13
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 92.90 92.92
PP 92.59 92.65
S1 92.29 92.37

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

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