NYMEX Light Sweet Crude Oil Future February 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	92.38	93.20	0.82	0.9%	91.19
High	93.02	94.07	1.05	1.1%	94.07
Low	92.30	91.91	-0.39	-0.4%	91.09
Close	92.82	93.90	1.08	1.2%	93.90
Range	0.72	2.16	1.44	200.0%	2.98
ATR	1.29	1.35	0.06	4.8%	0.00
Volume	1,959	4,918	2,959	151.0%	15,103

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.77	99.00	95.09
R3	97.61	96.84	94.49
R2	95.45	95.45	94.30
R1	94.68	94.68	94.10	95.07
PP	93.29	93.29	93.29	93.49
S1	92.52	92.52	93.70	92.91
S2	91.13	91.13	93.50
S3	88.97	90.36	93.31
S4	86.81	88.20	92.71

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.96	100.91	95.54
R3	98.98	97.93	94.72
R2	96.00	96.00	94.45
R1	94.95	94.95	94.17	95.48
PP	93.02	93.02	93.02	93.28
S1	91.97	91.97	93.63	92.50
S2	90.04	90.04	93.35
S3	87.06	88.99	93.08
S4	84.08	86.01	92.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.07	91.09	2.98	3.2%	1.17	1.2%	94%	True	False	3,020
10	94.07	90.27	3.80	4.0%	1.38	1.5%	96%	True	False	2,522

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	0.34
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	103.25
2.618	99.72
1.618	97.56
1.000	96.23
0.618	95.40
HIGH	94.07
0.618	93.24
0.500	92.99
0.382	92.74
LOW	91.91
0.618	90.58
1.000	89.75
1.618	88.42
2.618	86.26
4.250	82.73

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	93.60	93.60
PP	93.29	93.29
S1	92.99	92.99

Download as Excel Spreadsheet

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

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