NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 89.85 89.56 -0.29 -0.3% 90.08
High 89.96 90.66 0.70 0.8% 92.23
Low 88.99 89.48 0.49 0.6% 88.78
Close 89.17 90.56 1.39 1.6% 89.17
Range 0.97 1.18 0.21 21.6% 3.45
ATR 1.52 1.52 0.00 -0.1% 0.00
Volume 11,004 16,640 5,636 51.2% 37,199
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 93.77 93.35 91.21
R3 92.59 92.17 90.88
R2 91.41 91.41 90.78
R1 90.99 90.99 90.67 91.20
PP 90.23 90.23 90.23 90.34
S1 89.81 89.81 90.45 90.02
S2 89.05 89.05 90.34
S3 87.87 88.63 90.24
S4 86.69 87.45 89.91
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 100.41 98.24 91.07
R3 96.96 94.79 90.12
R2 93.51 93.51 89.80
R1 91.34 91.34 89.49 90.70
PP 90.06 90.06 90.06 89.74
S1 87.89 87.89 88.85 87.25
S2 86.61 86.61 88.54
S3 83.16 84.44 88.22
S4 79.71 80.99 87.27
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% 1.56 1.7% 52% False False 10,767
10 92.94 88.78 4.16 4.6% 1.39 1.5% 43% False False 12,339
20 92.94 88.78 4.16 4.6% 1.38 1.5% 43% False False 12,045
40 92.94 84.84 8.10 8.9% 1.43 1.6% 71% False False 11,061
60 93.96 84.84 9.12 10.1% 1.28 1.4% 63% False False 10,386
80 95.87 84.84 11.03 12.2% 1.18 1.3% 52% False False 9,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.68
2.618 93.75
1.618 92.57
1.000 91.84
0.618 91.39
HIGH 90.66
0.618 90.21
0.500 90.07
0.382 89.93
LOW 89.48
0.618 88.75
1.000 88.30
1.618 87.57
2.618 86.39
4.250 84.47
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 90.40 90.28
PP 90.23 90.00
S1 90.07 89.72

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

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