NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 90.81 90.95 0.14 0.2% 92.84
High 90.81 91.00 0.19 0.2% 93.96
Low 90.07 90.60 0.53 0.6% 90.07
Close 90.32 91.00 0.68 0.8% 90.32
Range 0.74 0.40 -0.34 -45.9% 3.89
ATR 1.04 1.01 -0.03 -2.5% 0.00
Volume 11,586 11,274 -312 -2.7% 42,882
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 92.07 91.93 91.22
R3 91.67 91.53 91.11
R2 91.27 91.27 91.07
R1 91.13 91.13 91.04 91.20
PP 90.87 90.87 90.87 90.90
S1 90.73 90.73 90.96 90.80
S2 90.47 90.47 90.93
S3 90.07 90.33 90.89
S4 89.67 89.93 90.78
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.12 100.61 92.46
R3 99.23 96.72 91.39
R2 95.34 95.34 91.03
R1 92.83 92.83 90.68 92.14
PP 91.45 91.45 91.45 91.11
S1 88.94 88.94 89.96 88.25
S2 87.56 87.56 89.61
S3 83.67 85.05 89.25
S4 79.78 81.16 88.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.96 90.07 3.89 4.3% 1.10 1.2% 24% False False 8,932
10 93.96 90.07 3.89 4.3% 1.03 1.1% 24% False False 9,370
20 93.96 89.44 4.52 5.0% 0.95 1.0% 35% False False 8,989
40 95.87 88.72 7.15 7.9% 0.93 1.0% 32% False False 8,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 92.70
2.618 92.05
1.618 91.65
1.000 91.40
0.618 91.25
HIGH 91.00
0.618 90.85
0.500 90.80
0.382 90.75
LOW 90.60
0.618 90.35
1.000 90.20
1.618 89.95
2.618 89.55
4.250 88.90
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 90.93 91.01
PP 90.87 91.00
S1 90.80 91.00

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

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