NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 90.88 91.27 0.39 0.4% 89.56
High 91.68 92.55 0.87 0.9% 92.55
Low 90.85 90.46 -0.39 -0.4% 89.48
Close 91.27 92.16 0.89 1.0% 92.16
Range 0.83 2.09 1.26 151.8% 3.07
ATR 1.43 1.48 0.05 3.3% 0.00
Volume 21,487 28,537 7,050 32.8% 116,012
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.99 97.17 93.31
R3 95.90 95.08 92.73
R2 93.81 93.81 92.54
R1 92.99 92.99 92.35 93.40
PP 91.72 91.72 91.72 91.93
S1 90.90 90.90 91.97 91.31
S2 89.63 89.63 91.78
S3 87.54 88.81 91.59
S4 85.45 86.72 91.01
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.61 99.45 93.85
R3 97.54 96.38 93.00
R2 94.47 94.47 92.72
R1 93.31 93.31 92.44 93.89
PP 91.40 91.40 91.40 91.69
S1 90.24 90.24 91.88 90.82
S2 88.33 88.33 91.60
S3 85.26 87.17 91.32
S4 82.19 84.10 90.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.55 89.48 3.07 3.3% 1.29 1.4% 87% True False 23,202
10 92.55 88.78 3.77 4.1% 1.41 1.5% 90% True False 16,622
20 92.94 88.78 4.16 4.5% 1.44 1.6% 81% False False 14,672
40 92.94 84.84 8.10 8.8% 1.49 1.6% 90% False False 12,576
60 93.96 84.84 9.12 9.9% 1.31 1.4% 80% False False 11,473
80 95.87 84.84 11.03 12.0% 1.22 1.3% 66% False False 10,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.43
2.618 98.02
1.618 95.93
1.000 94.64
0.618 93.84
HIGH 92.55
0.618 91.75
0.500 91.51
0.382 91.26
LOW 90.46
0.618 89.17
1.000 88.37
1.618 87.08
2.618 84.99
4.250 81.58
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 91.94 91.94
PP 91.72 91.72
S1 91.51 91.50

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

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