NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 92.11 93.27 1.16 1.3% 93.24
High 93.79 94.49 0.70 0.7% 95.75
Low 91.54 92.58 1.04 1.1% 91.74
Close 93.55 93.51 -0.04 0.0% 92.12
Range 2.25 1.91 -0.34 -15.1% 4.01
ATR 1.89 1.89 0.00 0.1% 0.00
Volume 27,860 32,214 4,354 15.6% 73,117
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.26 98.29 94.56
R3 97.35 96.38 94.04
R2 95.44 95.44 93.86
R1 94.47 94.47 93.69 94.96
PP 93.53 93.53 93.53 93.77
S1 92.56 92.56 93.33 93.05
S2 91.62 91.62 93.16
S3 89.71 90.65 92.98
S4 87.80 88.74 92.46
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 105.23 102.69 94.33
R3 101.22 98.68 93.22
R2 97.21 97.21 92.86
R1 94.67 94.67 92.49 93.94
PP 93.20 93.20 93.20 92.84
S1 90.66 90.66 91.75 89.93
S2 89.19 89.19 91.38
S3 85.18 86.65 91.02
S4 81.17 82.64 89.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.08 91.54 3.54 3.8% 2.04 2.2% 56% False False 24,279
10 96.48 91.54 4.94 5.3% 1.91 2.0% 40% False False 20,523
20 96.83 91.54 5.29 5.7% 1.76 1.9% 37% False False 19,949
40 96.83 86.47 10.36 11.1% 1.88 2.0% 68% False False 16,917
60 97.26 86.47 10.79 11.5% 1.68 1.8% 65% False False 13,984
80 99.41 86.47 12.94 13.8% 1.54 1.6% 54% False False 12,358
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 99.49
1.618 97.58
1.000 96.40
0.618 95.67
HIGH 94.49
0.618 93.76
0.500 93.54
0.382 93.31
LOW 92.58
0.618 91.40
1.000 90.67
1.618 89.49
2.618 87.58
4.250 84.46
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 93.54 93.35
PP 93.53 93.18
S1 93.52 93.02

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.