NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 93.10 91.53 -1.57 -1.7% 90.98
High 93.46 91.94 -1.52 -1.6% 93.35
Low 91.45 90.27 -1.18 -1.3% 90.61
Close 91.60 90.80 -0.80 -0.9% 93.28
Range 2.01 1.67 -0.34 -16.9% 2.74
ATR 1.02 1.06 0.05 4.6% 0.00
Volume 8,080 7,329 -751 -9.3% 39,549
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.01 95.08 91.72
R3 94.34 93.41 91.26
R2 92.67 92.67 91.11
R1 91.74 91.74 90.95 91.37
PP 91.00 91.00 91.00 90.82
S1 90.07 90.07 90.65 89.70
S2 89.33 89.33 90.49
S3 87.66 88.40 90.34
S4 85.99 86.73 89.88
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.63 99.70 94.79
R3 97.89 96.96 94.03
R2 95.15 95.15 93.78
R1 94.22 94.22 93.53 94.69
PP 92.41 92.41 92.41 92.65
S1 91.48 91.48 93.03 91.95
S2 89.67 89.67 92.78
S3 86.93 88.74 92.53
S4 84.19 86.00 91.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.96 90.27 3.69 4.1% 1.22 1.3% 14% False True 8,306
10 93.96 89.79 4.17 4.6% 1.06 1.2% 24% False False 8,275
20 93.96 89.10 4.86 5.4% 0.98 1.1% 35% False False 8,786
40 95.87 88.72 7.15 7.9% 0.94 1.0% 29% False False 8,205
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 96.31
1.618 94.64
1.000 93.61
0.618 92.97
HIGH 91.94
0.618 91.30
0.500 91.11
0.382 90.91
LOW 90.27
0.618 89.24
1.000 88.60
1.618 87.57
2.618 85.90
4.250 83.17
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 91.11 92.12
PP 91.00 91.68
S1 90.90 91.24

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

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