NYMEX Light Sweet Crude Oil Future July 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	90.98	91.83	0.85	0.9%	90.00
High	90.98	91.85	0.87	1.0%	91.85
Low	90.97	91.79	0.82	0.9%	89.85
Close	90.98	91.82	0.84	0.9%	91.82
Range	0.01	0.06	0.05	500.0%	2.00
ATR	0.93	0.92	0.00	-0.4%	0.00
Volume	8,851	8,404	-447	-5.1%	33,427

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.00	91.97	91.85
R3	91.94	91.91	91.84
R2	91.88	91.88	91.83
R1	91.85	91.85	91.83	91.84
PP	91.82	91.82	91.82	91.81
S1	91.79	91.79	91.81	91.78
S2	91.76	91.76	91.81
S3	91.70	91.73	91.80
S4	91.64	91.67	91.79

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.17	96.50	92.92
R3	95.17	94.50	92.37
R2	93.17	93.17	92.19
R1	92.50	92.50	92.00	92.84
PP	91.17	91.17	91.17	91.34
S1	90.50	90.50	91.64	90.84
S2	89.17	89.17	91.45
S3	87.17	88.50	91.27
S4	85.17	86.50	90.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.85	89.85	2.00	2.2%	0.33	0.4%	99%	True	False	6,685
10	91.85	88.60	3.25	3.5%	0.48	0.5%	99%	True	False	3,768
20	92.60	88.60	4.00	4.4%	0.54	0.6%	81%	False	False	2,342
40	92.60	84.98	7.62	8.3%	0.27	0.3%	90%	False	False	1,564
60	93.35	84.98	8.37	9.1%	0.18	0.2%	82%	False	False	1,177

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 2 trading days

Fibonacci Retracements and Extensions
4.250	92.11
2.618	92.01
1.618	91.95
1.000	91.91
0.618	91.89
HIGH	91.85
0.618	91.83
0.500	91.82
0.382	91.81
LOW	91.79
0.618	91.75
1.000	91.73
1.618	91.69
2.618	91.63
4.250	91.54

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	91.82	91.50
PP	91.82	91.17
S1	91.82	90.85

Download as Excel Spreadsheet

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

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