NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 89.49 89.70 0.21 0.2% 92.56
High 90.01 89.93 -0.08 -0.1% 92.76
Low 89.23 88.72 -0.51 -0.6% 89.39
Close 89.95 89.31 -0.64 -0.7% 89.88
Range 0.78 1.21 0.43 55.1% 3.37
ATR 0.94 0.97 0.02 2.2% 0.00
Volume 2,194 6,328 4,134 188.4% 22,399
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 92.95 92.34 89.98
R3 91.74 91.13 89.64
R2 90.53 90.53 89.53
R1 89.92 89.92 89.42 89.62
PP 89.32 89.32 89.32 89.17
S1 88.71 88.71 89.20 88.41
S2 88.11 88.11 89.09
S3 86.90 87.50 88.98
S4 85.69 86.29 88.64
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.79 98.70 91.73
R3 97.42 95.33 90.81
R2 94.05 94.05 90.50
R1 91.96 91.96 90.19 91.32
PP 90.68 90.68 90.68 90.36
S1 88.59 88.59 89.57 87.95
S2 87.31 87.31 89.26
S3 83.94 85.22 88.95
S4 80.57 81.85 88.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.39 88.72 2.67 3.0% 0.92 1.0% 22% False True 4,799
10 93.22 88.72 4.50 5.0% 0.94 1.1% 13% False True 5,292
20 95.87 88.72 7.15 8.0% 0.90 1.0% 8% False True 7,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.07
2.618 93.10
1.618 91.89
1.000 91.14
0.618 90.68
HIGH 89.93
0.618 89.47
0.500 89.33
0.382 89.18
LOW 88.72
0.618 87.97
1.000 87.51
1.618 86.76
2.618 85.55
4.250 83.58
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 89.33 89.37
PP 89.32 89.35
S1 89.32 89.33

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

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