NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 95.76 94.93 -0.83 -0.9% 95.58
High 95.81 95.66 -0.15 -0.2% 97.17
Low 94.47 93.85 -0.62 -0.7% 93.37
Close 95.17 94.21 -0.96 -1.0% 96.04
Range 1.34 1.81 0.47 35.1% 3.80
ATR 2.13 2.11 -0.02 -1.1% 0.00
Volume 297,036 269,403 -27,633 -9.3% 1,433,775
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 100.00 98.92 95.21
R3 98.19 97.11 94.71
R2 96.38 96.38 94.54
R1 95.30 95.30 94.38 94.94
PP 94.57 94.57 94.57 94.39
S1 93.49 93.49 94.04 93.13
S2 92.76 92.76 93.88
S3 90.95 91.68 93.71
S4 89.14 89.87 93.21
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 106.93 105.28 98.13
R3 103.13 101.48 97.09
R2 99.33 99.33 96.74
R1 97.68 97.68 96.39 98.51
PP 95.53 95.53 95.53 95.94
S1 93.88 93.88 95.69 94.71
S2 91.73 91.73 95.34
S3 87.93 90.08 95.00
S4 84.13 86.28 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.77 93.37 3.40 3.6% 1.79 1.9% 25% False False 293,813
10 97.17 90.11 7.06 7.5% 2.19 2.3% 58% False False 294,092
20 97.17 85.90 11.27 12.0% 2.17 2.3% 74% False False 269,085
40 98.06 85.90 12.16 12.9% 2.07 2.2% 68% False False 180,419
60 98.90 85.90 13.00 13.8% 1.89 2.0% 64% False False 139,830
80 99.52 85.90 13.62 14.5% 1.76 1.9% 61% False False 122,549
100 99.52 85.90 13.62 14.5% 1.67 1.8% 61% False False 104,784
120 99.52 85.90 13.62 14.5% 1.64 1.7% 61% False False 92,150
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.35
2.618 100.40
1.618 98.59
1.000 97.47
0.618 96.78
HIGH 95.66
0.618 94.97
0.500 94.76
0.382 94.54
LOW 93.85
0.618 92.73
1.000 92.04
1.618 90.92
2.618 89.11
4.250 86.16
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 94.76 94.81
PP 94.57 94.61
S1 94.39 94.41

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

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