NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 90.33 90.98 0.65 0.7% 90.22
High 90.63 91.84 1.21 1.3% 91.23
Low 89.92 90.61 0.69 0.8% 89.44
Close 90.63 91.36 0.73 0.8% 90.63
Range 0.71 1.23 0.52 73.2% 1.79
ATR 0.92 0.94 0.02 2.4% 0.00
Volume 3,897 4,666 769 19.7% 36,623
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 94.96 94.39 92.04
R3 93.73 93.16 91.70
R2 92.50 92.50 91.59
R1 91.93 91.93 91.47 92.22
PP 91.27 91.27 91.27 91.41
S1 90.70 90.70 91.25 90.99
S2 90.04 90.04 91.13
S3 88.81 89.47 91.02
S4 87.58 88.24 90.68
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.80 95.01 91.61
R3 94.01 93.22 91.12
R2 92.22 92.22 90.96
R1 91.43 91.43 90.79 91.83
PP 90.43 90.43 90.43 90.63
S1 89.64 89.64 90.47 90.04
S2 88.64 88.64 90.30
S3 86.85 87.85 90.14
S4 85.06 86.06 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.84 89.79 2.05 2.2% 0.96 1.0% 77% True False 6,898
10 91.84 89.44 2.40 2.6% 0.94 1.0% 80% True False 8,265
20 92.35 88.72 3.63 4.0% 0.88 1.0% 73% False False 7,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.07
2.618 95.06
1.618 93.83
1.000 93.07
0.618 92.60
HIGH 91.84
0.618 91.37
0.500 91.23
0.382 91.08
LOW 90.61
0.618 89.85
1.000 89.38
1.618 88.62
2.618 87.39
4.250 85.38
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 91.32 91.18
PP 91.27 91.00
S1 91.23 90.82

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

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