NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 90.06 90.52 0.46 0.5% 90.08
High 91.21 91.22 0.01 0.0% 92.23
Low 89.65 90.44 0.79 0.9% 88.78
Close 90.48 90.68 0.20 0.2% 89.17
Range 1.56 0.78 -0.78 -50.0% 3.45
ATR 1.52 1.47 -0.05 -3.5% 0.00
Volume 17,486 31,862 14,376 82.2% 37,199
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 93.12 92.68 91.11
R3 92.34 91.90 90.89
R2 91.56 91.56 90.82
R1 91.12 91.12 90.75 91.34
PP 90.78 90.78 90.78 90.89
S1 90.34 90.34 90.61 90.56
S2 90.00 90.00 90.54
S3 89.22 89.56 90.47
S4 88.44 88.78 90.25
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 100.41 98.24 91.07
R3 96.96 94.79 90.12
R2 93.51 93.51 89.80
R1 91.34 91.34 89.49 90.70
PP 90.06 90.06 90.06 89.74
S1 87.89 87.89 88.85 87.25
S2 86.61 86.61 88.54
S3 83.16 84.44 88.22
S4 79.71 80.99 87.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.22 88.78 2.44 2.7% 1.24 1.4% 78% True False 17,339
10 92.23 88.78 3.45 3.8% 1.41 1.6% 55% False False 13,856
20 92.94 88.78 4.16 4.6% 1.38 1.5% 46% False False 13,377
40 92.94 84.84 8.10 8.9% 1.47 1.6% 72% False False 11,748
60 93.96 84.84 9.12 10.1% 1.29 1.4% 64% False False 10,870
80 95.87 84.84 11.03 12.2% 1.20 1.3% 53% False False 9,999
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 0.31
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 94.54
2.618 93.26
1.618 92.48
1.000 92.00
0.618 91.70
HIGH 91.22
0.618 90.92
0.500 90.83
0.382 90.74
LOW 90.44
0.618 89.96
1.000 89.66
1.618 89.18
2.618 88.40
4.250 87.13
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 90.83 90.57
PP 90.78 90.46
S1 90.73 90.35

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

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