NYMEX Light Sweet Crude Oil Future January 2014

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	92.92	93.64	0.72	0.8%	90.70
High	93.79	94.70	0.91	1.0%	94.70
Low	92.92	92.53	-0.39	-0.4%	90.35
Close	93.33	94.44	1.11	1.2%	94.44
Range	0.87	2.17	1.30	149.4%	4.35
ATR	1.57	1.62	0.04	2.7%	0.00
Volume	5,234	9,238	4,004	76.5%	36,148

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.40	99.59	95.63
R3	98.23	97.42	95.04
R2	96.06	96.06	94.84
R1	95.25	95.25	94.64	95.66
PP	93.89	93.89	93.89	94.09
S1	93.08	93.08	94.24	93.49
S2	91.72	91.72	94.04
S3	89.55	90.91	93.84
S4	87.38	88.74	93.25

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.21	104.68	96.83
R3	101.86	100.33	95.64
R2	97.51	97.51	95.24
R1	95.98	95.98	94.84	96.75
PP	93.16	93.16	93.16	93.55
S1	91.63	91.63	94.04	92.40
S2	88.81	88.81	93.64
S3	84.46	87.28	93.24
S4	80.11	82.93	92.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.70	90.35	4.35	4.6%	1.47	1.6%	94%	True	False	7,229
10	94.70	90.35	4.35	4.6%	1.56	1.6%	94%	True	False	5,960
20	95.18	90.35	4.83	5.1%	1.50	1.6%	85%	False	False	5,534

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	0.37
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	103.92
2.618	100.38
1.618	98.21
1.000	96.87
0.618	96.04
HIGH	94.70
0.618	93.87
0.500	93.62
0.382	93.36
LOW	92.53
0.618	91.19
1.000	90.36
1.618	89.02
2.618	86.85
4.250	83.31

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	94.17	94.17
PP	93.89	93.89
S1	93.62	93.62

Download as Excel Spreadsheet

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

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