NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 91.71 91.83 0.12 0.1% 89.39
High 92.24 92.42 0.18 0.2% 91.78
Low 91.46 91.41 -0.05 -0.1% 86.89
Close 92.17 92.42 0.25 0.3% 91.38
Range 0.78 1.01 0.23 29.5% 4.89
ATR 1.49 1.45 -0.03 -2.3% 0.00
Volume 10,632 13,484 2,852 26.8% 55,078
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 95.11 94.78 92.98
R3 94.10 93.77 92.70
R2 93.09 93.09 92.61
R1 92.76 92.76 92.51 92.93
PP 92.08 92.08 92.08 92.17
S1 91.75 91.75 92.33 91.92
S2 91.07 91.07 92.23
S3 90.06 90.74 92.14
S4 89.05 89.73 91.86
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 104.69 102.92 94.07
R3 99.80 98.03 92.72
R2 94.91 94.91 92.28
R1 93.14 93.14 91.83 94.03
PP 90.02 90.02 90.02 90.46
S1 88.25 88.25 90.93 89.14
S2 85.13 85.13 90.48
S3 80.24 83.36 90.04
S4 75.35 78.47 88.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.65 89.97 2.68 2.9% 1.18 1.3% 91% False False 11,275
10 92.65 86.89 5.76 6.2% 1.52 1.6% 96% False False 11,259
20 92.65 84.84 7.81 8.5% 1.54 1.7% 97% False False 10,479
40 93.96 84.84 9.12 9.9% 1.25 1.3% 83% False False 9,874
60 95.87 84.84 11.03 11.9% 1.14 1.2% 69% False False 8,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 95.06
1.618 94.05
1.000 93.43
0.618 93.04
HIGH 92.42
0.618 92.03
0.500 91.92
0.382 91.80
LOW 91.41
0.618 90.79
1.000 90.40
1.618 89.78
2.618 88.77
4.250 87.12
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 92.25 92.21
PP 92.08 91.99
S1 91.92 91.78

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

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