NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 90.52 90.88 0.36 0.4% 90.08
High 91.22 91.68 0.46 0.5% 92.23
Low 90.44 90.85 0.41 0.5% 88.78
Close 90.68 91.27 0.59 0.7% 89.17
Range 0.78 0.83 0.05 6.4% 3.45
ATR 1.47 1.43 -0.03 -2.3% 0.00
Volume 31,862 21,487 -10,375 -32.6% 37,199
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 93.76 93.34 91.73
R3 92.93 92.51 91.50
R2 92.10 92.10 91.42
R1 91.68 91.68 91.35 91.89
PP 91.27 91.27 91.27 91.37
S1 90.85 90.85 91.19 91.06
S2 90.44 90.44 91.12
S3 89.61 90.02 91.04
S4 88.78 89.19 90.81
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 91.68 88.99 2.69 2.9% 1.06 1.2% 85% True False 19,695
10 92.23 88.78 3.45 3.8% 1.35 1.5% 72% False False 15,147
20 92.94 88.78 4.16 4.6% 1.38 1.5% 60% False False 13,919
40 92.94 84.84 8.10 8.9% 1.46 1.6% 79% False False 11,943
60 93.96 84.84 9.12 10.0% 1.29 1.4% 71% False False 11,163
80 95.87 84.84 11.03 12.1% 1.19 1.3% 58% False False 10,121
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.21
2.618 93.85
1.618 93.02
1.000 92.51
0.618 92.19
HIGH 91.68
0.618 91.36
0.500 91.27
0.382 91.17
LOW 90.85
0.618 90.34
1.000 90.02
1.618 89.51
2.618 88.68
4.250 87.32
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 91.27 91.07
PP 91.27 90.87
S1 91.27 90.67

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

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