NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	90.55	90.40	-0.15	-0.2%	91.11
High	90.55	90.55	0.00	0.0%	91.11
Low	89.95	89.85	-0.10	-0.1%	88.60
Close	90.21	90.40	0.19	0.2%	88.89
Range	0.60	0.70	0.10	16.7%	2.51
ATR	0.97	0.95	-0.02	-2.0%	0.00
Volume	2,926	11,662	8,736	298.6%	3,628

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.37	92.08	90.79
R3	91.67	91.38	90.59
R2	90.97	90.97	90.53
R1	90.68	90.68	90.46	90.75
PP	90.27	90.27	90.27	90.30
S1	89.98	89.98	90.34	90.05
S2	89.57	89.57	90.27
S3	88.87	89.28	90.21
S4	88.17	88.58	90.02

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.06	95.49	90.27
R3	94.55	92.98	89.58
R2	92.04	92.04	89.35
R1	90.47	90.47	89.12	90.00
PP	89.53	89.53	89.53	89.30
S1	87.96	87.96	88.66	87.49
S2	87.02	87.02	88.43
S3	84.51	85.45	88.20
S4	82.00	82.94	87.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.00	88.60	2.40	2.7%	0.80	0.9%	75%	False	False	3,656
10	91.11	88.60	2.51	2.8%	0.49	0.5%	72%	False	False	2,171
20	92.60	88.60	4.00	4.4%	0.54	0.6%	45%	False	False	1,607
40	92.60	84.98	7.62	8.4%	0.27	0.3%	71%	False	False	1,157
60	93.35	84.98	8.37	9.3%	0.19	0.2%	65%	False	False	904

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	0.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.53
2.618	92.38
1.618	91.68
1.000	91.25
0.618	90.98
HIGH	90.55
0.618	90.28
0.500	90.20
0.382	90.12
LOW	89.85
0.618	89.42
1.000	89.15
1.618	88.72
2.618	88.02
4.250	86.88

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	90.33	90.33
PP	90.27	90.27
S1	90.20	90.20

Download as Excel Spreadsheet

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

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