NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 93.93 93.85 -0.08 -0.1% 90.70
High 93.93 94.62 0.69 0.7% 94.70
Low 92.73 93.77 1.04 1.1% 90.35
Close 93.89 94.31 0.42 0.4% 94.44
Range 1.20 0.85 -0.35 -29.2% 4.35
ATR 1.55 1.50 -0.05 -3.2% 0.00
Volume 7,341 9,758 2,417 32.9% 36,148
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.78 96.40 94.78
R3 95.93 95.55 94.54
R2 95.08 95.08 94.47
R1 94.70 94.70 94.39 94.89
PP 94.23 94.23 94.23 94.33
S1 93.85 93.85 94.23 94.04
S2 93.38 93.38 94.15
S3 92.53 93.00 94.08
S4 91.68 92.15 93.84
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% 1.12 1.2% 82% False False 8,638
10 94.70 90.35 4.35 4.6% 1.27 1.3% 91% False False 7,478
20 95.18 90.35 4.83 5.1% 1.42 1.5% 82% False False 5,939
40 95.18 85.58 9.60 10.2% 1.49 1.6% 91% False False 5,595
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.23
2.618 96.85
1.618 96.00
1.000 95.47
0.618 95.15
HIGH 94.62
0.618 94.30
0.500 94.20
0.382 94.09
LOW 93.77
0.618 93.24
1.000 92.92
1.618 92.39
2.618 91.54
4.250 90.16
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 94.27 94.10
PP 94.23 93.89
S1 94.20 93.68

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

View Archives - Comment on this page... - Back to Index of Symbols