NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 94.80 95.82 1.02 1.1% 94.05
High 96.30 96.81 0.51 0.5% 96.30
Low 94.80 95.72 0.92 1.0% 92.73
Close 96.07 96.21 0.14 0.1% 96.07
Range 1.50 1.09 -0.41 -27.3% 3.57
ATR 1.48 1.45 -0.03 -1.9% 0.00
Volume 8,504 10,025 1,521 17.9% 42,072
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.52 98.95 96.81
R3 98.43 97.86 96.51
R2 97.34 97.34 96.41
R1 96.77 96.77 96.31 97.06
PP 96.25 96.25 96.25 96.39
S1 95.68 95.68 96.11 95.97
S2 95.16 95.16 96.01
S3 94.07 94.59 95.91
S4 92.98 93.50 95.61
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.74 104.48 98.03
R3 102.17 100.91 97.05
R2 98.60 98.60 96.72
R1 97.34 97.34 96.40 97.97
PP 95.03 95.03 95.03 95.35
S1 93.77 93.77 95.74 94.40
S2 91.46 91.46 95.42
S3 87.89 90.20 95.09
S4 84.32 86.63 94.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.81 92.73 4.08 4.2% 1.16 1.2% 85% True False 8,094
10 96.81 91.35 5.46 5.7% 1.17 1.2% 89% True False 8,207
20 96.81 90.35 6.46 6.7% 1.37 1.4% 91% True False 6,525
40 96.81 87.41 9.40 9.8% 1.47 1.5% 94% True False 5,927
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.44
2.618 99.66
1.618 98.57
1.000 97.90
0.618 97.48
HIGH 96.81
0.618 96.39
0.500 96.27
0.382 96.14
LOW 95.72
0.618 95.05
1.000 94.63
1.618 93.96
2.618 92.87
4.250 91.09
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 96.27 95.95
PP 96.25 95.68
S1 96.23 95.42

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

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