NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 93.64 94.05 0.41 0.4% 90.70
High 94.70 94.37 -0.33 -0.3% 94.70
Low 92.53 93.85 1.32 1.4% 90.35
Close 94.44 94.36 -0.08 -0.1% 94.44
Range 2.17 0.52 -1.65 -76.0% 4.35
ATR 1.62 1.54 -0.07 -4.5% 0.00
Volume 9,238 11,623 2,385 25.8% 36,148
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.75 95.58 94.65
R3 95.23 95.06 94.50
R2 94.71 94.71 94.46
R1 94.54 94.54 94.41 94.63
PP 94.19 94.19 94.19 94.24
S1 94.02 94.02 94.31 94.11
S2 93.67 93.67 94.26
S3 93.15 93.50 94.22
S4 92.63 92.98 94.07
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.21 104.68 96.83
R3 101.86 100.33 95.64
R2 97.51 97.51 95.24
R1 95.98 95.98 94.84 96.75
PP 93.16 93.16 93.16 93.55
S1 91.63 91.63 94.04 92.40
S2 88.81 88.81 93.64
S3 84.46 87.28 93.24
S4 80.11 82.93 92.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.70 91.35 3.35 3.6% 1.17 1.2% 90% False False 8,320
10 94.70 90.35 4.35 4.6% 1.50 1.6% 92% False False 6,613
20 95.18 90.35 4.83 5.1% 1.42 1.5% 83% False False 5,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 96.58
2.618 95.73
1.618 95.21
1.000 94.89
0.618 94.69
HIGH 94.37
0.618 94.17
0.500 94.11
0.382 94.05
LOW 93.85
0.618 93.53
1.000 93.33
1.618 93.01
2.618 92.49
4.250 91.64
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 94.28 94.11
PP 94.19 93.86
S1 94.11 93.62

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

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