NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 90.71 90.10 -0.61 -0.7% 92.32
High 91.60 90.48 -1.12 -1.2% 92.94
Low 89.80 88.78 -1.02 -1.1% 89.23
Close 89.92 90.31 0.39 0.4% 90.68
Range 1.80 1.70 -0.10 -5.6% 3.71
ATR 1.52 1.53 0.01 0.8% 0.00
Volume 10,423 9,704 -719 -6.9% 69,552
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 94.96 94.33 91.25
R3 93.26 92.63 90.78
R2 91.56 91.56 90.62
R1 90.93 90.93 90.47 91.25
PP 89.86 89.86 89.86 90.01
S1 89.23 89.23 90.15 89.55
S2 88.16 88.16 90.00
S3 86.46 87.53 89.84
S4 84.76 85.83 89.38
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 102.08 100.09 92.72
R3 98.37 96.38 91.70
R2 94.66 94.66 91.36
R1 92.67 92.67 91.02 91.81
PP 90.95 90.95 90.95 90.52
S1 88.96 88.96 90.34 88.10
S2 87.24 87.24 90.00
S3 83.53 85.25 89.66
S4 79.82 81.54 88.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.23 88.78 3.45 3.8% 1.63 1.8% 44% False True 10,599
10 92.94 88.78 4.16 4.6% 1.50 1.7% 37% False True 12,044
20 92.94 87.65 5.29 5.9% 1.49 1.7% 50% False False 11,819
40 92.94 84.84 8.10 9.0% 1.44 1.6% 68% False False 10,843
60 93.96 84.84 9.12 10.1% 1.27 1.4% 60% False False 10,141
80 95.87 84.84 11.03 12.2% 1.17 1.3% 50% False False 9,510
Crabel Price Patterns
NR True
NR4 False
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.71
2.618 94.93
1.618 93.23
1.000 92.18
0.618 91.53
HIGH 90.48
0.618 89.83
0.500 89.63
0.382 89.43
LOW 88.78
0.618 87.73
1.000 87.08
1.618 86.03
2.618 84.33
4.250 81.56
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 90.08 90.51
PP 89.86 90.44
S1 89.63 90.38

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

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