NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 94.05 93.93 -0.12 -0.1% 90.70
High 94.37 93.93 -0.44 -0.5% 94.70
Low 93.85 92.73 -1.12 -1.2% 90.35
Close 94.36 93.89 -0.47 -0.5% 94.44
Range 0.52 1.20 0.68 130.8% 4.35
ATR 1.54 1.55 0.01 0.4% 0.00
Volume 11,623 7,341 -4,282 -36.8% 36,148
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.12 96.70 94.55
R3 95.92 95.50 94.22
R2 94.72 94.72 94.11
R1 94.30 94.30 94.00 93.91
PP 93.52 93.52 93.52 93.32
S1 93.10 93.10 93.78 92.71
S2 92.32 92.32 93.67
S3 91.12 91.90 93.56
S4 89.92 90.70 93.23
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 92.53 2.17 2.3% 1.10 1.2% 63% False False 8,628
10 94.70 90.35 4.35 4.6% 1.38 1.5% 81% False False 6,996
20 95.18 90.35 4.83 5.1% 1.45 1.5% 73% False False 5,730
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 97.07
1.618 95.87
1.000 95.13
0.618 94.67
HIGH 93.93
0.618 93.47
0.500 93.33
0.382 93.19
LOW 92.73
0.618 91.99
1.000 91.53
1.618 90.79
2.618 89.59
4.250 87.63
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 93.70 93.80
PP 93.52 93.71
S1 93.33 93.62

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

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