NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 90.17 92.65 2.48 2.8% 89.39
High 91.78 92.65 0.87 0.9% 91.78
Low 89.97 91.20 1.23 1.4% 86.89
Close 91.38 91.96 0.58 0.6% 91.38
Range 1.81 1.45 -0.36 -19.9% 4.89
ATR 1.61 1.60 -0.01 -0.7% 0.00
Volume 9,541 13,864 4,323 45.3% 55,078
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 96.29 95.57 92.76
R3 94.84 94.12 92.36
R2 93.39 93.39 92.23
R1 92.67 92.67 92.09 92.31
PP 91.94 91.94 91.94 91.75
S1 91.22 91.22 91.83 90.86
S2 90.49 90.49 91.69
S3 89.04 89.77 91.56
S4 87.59 88.32 91.16
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 104.69 102.92 94.07
R3 99.80 98.03 92.72
R2 94.91 94.91 92.28
R1 93.14 93.14 91.83 94.03
PP 90.02 90.02 90.02 90.46
S1 88.25 88.25 90.93 89.14
S2 85.13 85.13 90.48
S3 80.24 83.36 90.04
S4 75.35 78.47 88.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.65 86.89 5.76 6.3% 1.96 2.1% 88% True False 11,966
10 92.65 86.32 6.33 6.9% 1.75 1.9% 89% True False 10,601
20 92.65 84.84 7.81 8.5% 1.53 1.7% 91% True False 10,207
40 93.96 84.84 9.12 9.9% 1.24 1.3% 78% False False 9,598
60 95.87 84.84 11.03 12.0% 1.13 1.2% 65% False False 8,848
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.81
2.618 96.45
1.618 95.00
1.000 94.10
0.618 93.55
HIGH 92.65
0.618 92.10
0.500 91.93
0.382 91.75
LOW 91.20
0.618 90.30
1.000 89.75
1.618 88.85
2.618 87.40
4.250 85.04
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 91.95 91.36
PP 91.94 90.75
S1 91.93 90.15

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

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