NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 90.95 91.17 0.22 0.2% 92.84
High 91.00 91.67 0.67 0.7% 93.96
Low 90.60 91.17 0.57 0.6% 90.07
Close 91.00 91.62 0.62 0.7% 90.32
Range 0.40 0.50 0.10 25.0% 3.89
ATR 1.01 0.99 -0.02 -2.4% 0.00
Volume 11,274 10,594 -680 -6.0% 42,882
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 92.99 92.80 91.90
R3 92.49 92.30 91.76
R2 91.99 91.99 91.71
R1 91.80 91.80 91.67 91.90
PP 91.49 91.49 91.49 91.53
S1 91.30 91.30 91.57 91.40
S2 90.99 90.99 91.53
S3 90.49 90.80 91.48
S4 89.99 90.30 91.35
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 93.46 90.07 3.39 3.7% 1.06 1.2% 46% False False 9,772
10 93.96 90.07 3.89 4.2% 0.96 1.0% 40% False False 9,963
20 93.96 89.44 4.52 4.9% 0.95 1.0% 48% False False 9,114
40 95.87 88.72 7.15 7.8% 0.93 1.0% 41% False False 8,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.80
2.618 92.98
1.618 92.48
1.000 92.17
0.618 91.98
HIGH 91.67
0.618 91.48
0.500 91.42
0.382 91.36
LOW 91.17
0.618 90.86
1.000 90.67
1.618 90.36
2.618 89.86
4.250 89.05
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 91.55 91.37
PP 91.49 91.12
S1 91.42 90.87

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

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