NYMEX Light Sweet Crude Oil Future July 2013


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 93.70 94.72 1.02 1.1% 91.73
High 95.32 96.39 1.07 1.1% 96.39
Low 93.69 93.72 0.03 0.0% 91.26
Close 94.76 96.03 1.27 1.3% 96.03
Range 1.63 2.67 1.04 63.8% 5.13
ATR 2.03 2.07 0.05 2.3% 0.00
Volume 267,164 330,833 63,669 23.8% 1,455,516
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 103.39 102.38 97.50
R3 100.72 99.71 96.76
R2 98.05 98.05 96.52
R1 97.04 97.04 96.27 97.55
PP 95.38 95.38 95.38 95.63
S1 94.37 94.37 95.79 94.88
S2 92.71 92.71 95.54
S3 90.04 91.70 95.30
S4 87.37 89.03 94.56
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.95 108.12 98.85
R3 104.82 102.99 97.44
R2 99.69 99.69 96.97
R1 97.86 97.86 96.50 98.78
PP 94.56 94.56 94.56 95.02
S1 92.73 92.73 95.56 93.65
S2 89.43 89.43 95.09
S3 84.30 87.60 94.62
S4 79.17 82.47 93.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.39 91.26 5.13 5.3% 1.97 2.0% 93% True False 291,103
10 96.39 91.26 5.13 5.3% 2.09 2.2% 93% True False 275,679
20 97.35 91.26 6.09 6.3% 2.05 2.1% 78% False False 239,984
40 97.38 86.16 11.22 11.7% 2.19 2.3% 88% False False 155,322
60 98.22 86.16 12.06 12.6% 1.99 2.1% 82% False False 117,866
80 99.77 86.16 13.61 14.2% 1.85 1.9% 73% False False 94,069
100 99.77 86.16 13.61 14.2% 1.74 1.8% 73% False False 80,336
120 99.77 86.16 13.61 14.2% 1.62 1.7% 73% False False 68,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 107.74
2.618 103.38
1.618 100.71
1.000 99.06
0.618 98.04
HIGH 96.39
0.618 95.37
0.500 95.06
0.382 94.74
LOW 93.72
0.618 92.07
1.000 91.05
1.618 89.40
2.618 86.73
4.250 82.37
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 95.71 95.65
PP 95.38 95.28
S1 95.06 94.90

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

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