NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 91.83 92.27 0.44 0.5% 92.65
High 92.42 92.37 -0.05 -0.1% 92.65
Low 91.41 89.97 -1.44 -1.6% 89.97
Close 92.42 92.14 -0.28 -0.3% 92.14
Range 1.01 2.40 1.39 137.6% 2.68
ATR 1.45 1.52 0.07 4.9% 0.00
Volume 13,484 11,101 -2,383 -17.7% 57,938
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 98.69 97.82 93.46
R3 96.29 95.42 92.80
R2 93.89 93.89 92.58
R1 93.02 93.02 92.36 92.26
PP 91.49 91.49 91.49 91.11
S1 90.62 90.62 91.92 89.86
S2 89.09 89.09 91.70
S3 86.69 88.22 91.48
S4 84.29 85.82 90.82
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 99.63 98.56 93.61
R3 96.95 95.88 92.88
R2 94.27 94.27 92.63
R1 93.20 93.20 92.39 92.40
PP 91.59 91.59 91.59 91.18
S1 90.52 90.52 91.89 89.72
S2 88.91 88.91 91.65
S3 86.23 87.84 91.40
S4 83.55 85.16 90.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.65 89.97 2.68 2.9% 1.29 1.4% 81% False True 11,587
10 92.65 86.89 5.76 6.3% 1.63 1.8% 91% False False 11,301
20 92.65 84.84 7.81 8.5% 1.58 1.7% 93% False False 10,680
40 93.96 84.84 9.12 9.9% 1.29 1.4% 80% False False 9,668
60 95.76 84.84 10.92 11.9% 1.17 1.3% 67% False False 8,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.57
2.618 98.65
1.618 96.25
1.000 94.77
0.618 93.85
HIGH 92.37
0.618 91.45
0.500 91.17
0.382 90.89
LOW 89.97
0.618 88.49
1.000 87.57
1.618 86.09
2.618 83.69
4.250 79.77
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 91.82 91.83
PP 91.49 91.51
S1 91.17 91.20

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

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