NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 91.27 92.19 0.92 1.0% 89.56
High 92.55 92.28 -0.27 -0.3% 92.55
Low 90.46 91.55 1.09 1.2% 89.48
Close 92.16 92.19 0.03 0.0% 92.16
Range 2.09 0.73 -1.36 -65.1% 3.07
ATR 1.48 1.43 -0.05 -3.6% 0.00
Volume 28,537 29,711 1,174 4.1% 116,012
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 94.20 93.92 92.59
R3 93.47 93.19 92.39
R2 92.74 92.74 92.32
R1 92.46 92.46 92.26 92.56
PP 92.01 92.01 92.01 92.05
S1 91.73 91.73 92.12 91.83
S2 91.28 91.28 92.06
S3 90.55 91.00 91.99
S4 89.82 90.27 91.79
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.61 99.45 93.85
R3 97.54 96.38 93.00
R2 94.47 94.47 92.72
R1 93.31 93.31 92.44 93.89
PP 91.40 91.40 91.40 91.69
S1 90.24 90.24 91.88 90.82
S2 88.33 88.33 91.60
S3 85.26 87.17 91.32
S4 82.19 84.10 90.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.55 89.65 2.90 3.1% 1.20 1.3% 88% False False 25,816
10 92.55 88.78 3.77 4.1% 1.38 1.5% 90% False False 18,292
20 92.94 88.78 4.16 4.5% 1.35 1.5% 82% False False 15,603
40 92.94 84.84 8.10 8.8% 1.47 1.6% 91% False False 13,141
60 93.96 84.84 9.12 9.9% 1.31 1.4% 81% False False 11,646
80 95.76 84.84 10.92 11.8% 1.22 1.3% 67% False False 10,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 95.38
2.618 94.19
1.618 93.46
1.000 93.01
0.618 92.73
HIGH 92.28
0.618 92.00
0.500 91.92
0.382 91.83
LOW 91.55
0.618 91.10
1.000 90.82
1.618 90.37
2.618 89.64
4.250 88.45
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 92.10 91.96
PP 92.01 91.73
S1 91.92 91.51

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

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