NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 91.45 91.97 0.52 0.6% 92.84
High 91.99 91.97 -0.02 0.0% 93.96
Low 91.11 90.87 -0.24 -0.3% 90.07
Close 91.97 91.26 -0.71 -0.8% 90.32
Range 0.88 1.10 0.22 25.0% 3.89
ATR 0.98 0.99 0.01 0.9% 0.00
Volume 13,718 3,213 -10,505 -76.6% 42,882
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 94.67 94.06 91.87
R3 93.57 92.96 91.56
R2 92.47 92.47 91.46
R1 91.86 91.86 91.36 91.62
PP 91.37 91.37 91.37 91.24
S1 90.76 90.76 91.16 90.52
S2 90.27 90.27 91.06
S3 89.17 89.66 90.96
S4 88.07 88.56 90.66
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 91.99 90.07 1.92 2.1% 0.72 0.8% 62% False False 10,077
10 93.96 90.07 3.89 4.3% 0.97 1.1% 31% False False 9,191
20 93.96 89.44 4.52 5.0% 0.95 1.0% 40% False False 9,268
40 95.87 88.72 7.15 7.8% 0.94 1.0% 36% False False 8,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 96.65
2.618 94.85
1.618 93.75
1.000 93.07
0.618 92.65
HIGH 91.97
0.618 91.55
0.500 91.42
0.382 91.29
LOW 90.87
0.618 90.19
1.000 89.77
1.618 89.09
2.618 87.99
4.250 86.20
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 91.42 91.43
PP 91.37 91.37
S1 91.31 91.32

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

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