NYMEX Light Sweet Crude Oil Future January 2014


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 90.70 91.92 1.22 1.3% 91.90
High 92.33 92.92 0.59 0.6% 94.32
Low 90.35 91.35 1.00 1.1% 90.58
Close 92.30 92.32 0.02 0.0% 90.83
Range 1.98 1.57 -0.41 -20.7% 3.74
ATR 1.65 1.65 -0.01 -0.4% 0.00
Volume 6,168 5,802 -366 -5.9% 18,365
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.91 96.18 93.18
R3 95.34 94.61 92.75
R2 93.77 93.77 92.61
R1 93.04 93.04 92.46 93.41
PP 92.20 92.20 92.20 92.38
S1 91.47 91.47 92.18 91.84
S2 90.63 90.63 92.03
S3 89.06 89.90 91.89
S4 87.49 88.33 91.46
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 103.13 100.72 92.89
R3 99.39 96.98 91.86
R2 95.65 95.65 91.52
R1 93.24 93.24 91.17 92.58
PP 91.91 91.91 91.91 91.58
S1 89.50 89.50 90.49 88.84
S2 88.17 88.17 90.14
S3 84.43 85.76 89.80
S4 80.69 82.02 88.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.64 90.35 3.29 3.6% 1.66 1.8% 60% False False 5,364
10 94.90 90.35 4.55 4.9% 1.59 1.7% 43% False False 4,917
20 95.18 90.35 4.83 5.2% 1.44 1.6% 41% False False 5,230
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.59
2.618 97.03
1.618 95.46
1.000 94.49
0.618 93.89
HIGH 92.92
0.618 92.32
0.500 92.14
0.382 91.95
LOW 91.35
0.618 90.38
1.000 89.78
1.618 88.81
2.618 87.24
4.250 84.68
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 92.26 92.09
PP 92.20 91.86
S1 92.14 91.64

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

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