NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 89.53 87.65 -1.88 -2.1% 86.78
High 89.53 90.35 0.82 0.9% 90.81
Low 86.89 87.65 0.76 0.9% 86.10
Close 87.84 90.35 2.51 2.9% 89.87
Range 2.64 2.70 0.06 2.3% 4.71
ATR 1.51 1.59 0.09 5.7% 0.00
Volume 11,476 13,578 2,102 18.3% 46,394
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 97.55 96.65 91.84
R3 94.85 93.95 91.09
R2 92.15 92.15 90.85
R1 91.25 91.25 90.60 91.70
PP 89.45 89.45 89.45 89.68
S1 88.55 88.55 90.10 89.00
S2 86.75 86.75 89.86
S3 84.05 85.85 89.61
S4 81.35 83.15 88.87
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.06 101.17 92.46
R3 98.35 96.46 91.17
R2 93.64 93.64 90.73
R1 91.75 91.75 90.30 92.70
PP 88.93 88.93 88.93 89.40
S1 87.04 87.04 89.44 87.99
S2 84.22 84.22 89.01
S3 79.51 82.33 88.57
S4 74.80 77.62 87.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.84 86.89 3.95 4.4% 1.87 2.1% 88% False False 11,242
10 90.84 85.73 5.11 5.7% 1.63 1.8% 90% False False 10,372
20 91.99 84.84 7.15 7.9% 1.43 1.6% 77% False False 10,180
40 93.96 84.84 9.12 10.1% 1.20 1.3% 60% False False 9,483
60 95.87 84.84 11.03 12.2% 1.10 1.2% 50% False False 8,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 101.83
2.618 97.42
1.618 94.72
1.000 93.05
0.618 92.02
HIGH 90.35
0.618 89.32
0.500 89.00
0.382 88.68
LOW 87.65
0.618 85.98
1.000 84.95
1.618 83.28
2.618 80.58
4.250 76.18
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 89.90 89.85
PP 89.45 89.34
S1 89.00 88.84

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

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