NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 92.19 92.18 -0.01 0.0% 89.56
High 92.28 92.18 -0.10 -0.1% 92.55
Low 91.55 90.65 -0.90 -1.0% 89.48
Close 92.19 91.71 -0.48 -0.5% 92.16
Range 0.73 1.53 0.80 109.6% 3.07
ATR 1.43 1.43 0.01 0.6% 0.00
Volume 29,711 21,843 -7,868 -26.5% 116,012
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.10 95.44 92.55
R3 94.57 93.91 92.13
R2 93.04 93.04 91.99
R1 92.38 92.38 91.85 91.95
PP 91.51 91.51 91.51 91.30
S1 90.85 90.85 91.57 90.42
S2 89.98 89.98 91.43
S3 88.45 89.32 91.29
S4 86.92 87.79 90.87
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 90.44 2.11 2.3% 1.19 1.3% 60% False False 26,688
10 92.55 88.78 3.77 4.1% 1.32 1.4% 78% False False 19,869
20 92.94 88.78 4.16 4.5% 1.38 1.5% 70% False False 16,060
40 92.94 84.84 8.10 8.8% 1.45 1.6% 85% False False 13,395
60 93.96 84.84 9.12 9.9% 1.33 1.5% 75% False False 11,874
80 95.66 84.84 10.82 11.8% 1.23 1.3% 63% False False 10,745
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.68
2.618 96.19
1.618 94.66
1.000 93.71
0.618 93.13
HIGH 92.18
0.618 91.60
0.500 91.42
0.382 91.23
LOW 90.65
0.618 89.70
1.000 89.12
1.618 88.17
2.618 86.64
4.250 84.15
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 91.61 91.64
PP 91.51 91.57
S1 91.42 91.51

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

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