NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 92.32 92.90 0.58 0.6% 91.76
High 92.94 92.93 -0.01 0.0% 92.89
Low 91.82 91.87 0.05 0.1% 89.32
Close 92.68 92.22 -0.46 -0.5% 92.32
Range 1.12 1.06 -0.06 -5.4% 3.57
ATR 1.49 1.46 -0.03 -2.1% 0.00
Volume 17,094 17,077 -17 -0.1% 59,588
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 95.52 94.93 92.80
R3 94.46 93.87 92.51
R2 93.40 93.40 92.41
R1 92.81 92.81 92.32 92.58
PP 92.34 92.34 92.34 92.22
S1 91.75 91.75 92.12 91.52
S2 91.28 91.28 92.03
S3 90.22 90.69 91.93
S4 89.16 89.63 91.64
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 102.22 100.84 94.28
R3 98.65 97.27 93.30
R2 95.08 95.08 92.97
R1 93.70 93.70 92.65 94.39
PP 91.51 91.51 91.51 91.86
S1 90.13 90.13 91.99 90.82
S2 87.94 87.94 91.67
S3 84.37 86.56 91.34
S4 80.80 82.99 90.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.94 89.32 3.62 3.9% 1.47 1.6% 80% False False 14,587
10 92.94 89.32 3.62 3.9% 1.35 1.5% 80% False False 12,897
20 92.94 86.89 6.05 6.6% 1.53 1.7% 88% False False 11,959
40 93.96 84.84 9.12 9.9% 1.35 1.5% 81% False False 10,775
60 93.96 84.84 9.12 9.9% 1.19 1.3% 81% False False 9,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.44
2.618 95.71
1.618 94.65
1.000 93.99
0.618 93.59
HIGH 92.93
0.618 92.53
0.500 92.40
0.382 92.27
LOW 91.87
0.618 91.21
1.000 90.81
1.618 90.15
2.618 89.09
4.250 87.37
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 92.40 92.30
PP 92.34 92.27
S1 92.28 92.25

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

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