NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 92.18 91.73 -0.45 -0.5% 89.56
High 92.18 92.44 0.26 0.3% 92.55
Low 90.65 91.66 1.01 1.1% 89.48
Close 91.71 92.09 0.38 0.4% 92.16
Range 1.53 0.78 -0.75 -49.0% 3.07
ATR 1.43 1.39 -0.05 -3.3% 0.00
Volume 21,843 13,222 -8,621 -39.5% 116,012
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 94.40 94.03 92.52
R3 93.62 93.25 92.30
R2 92.84 92.84 92.23
R1 92.47 92.47 92.16 92.66
PP 92.06 92.06 92.06 92.16
S1 91.69 91.69 92.02 91.88
S2 91.28 91.28 91.95
S3 90.50 90.91 91.88
S4 89.72 90.13 91.66
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 90.46 2.09 2.3% 1.19 1.3% 78% False False 22,960
10 92.55 88.78 3.77 4.1% 1.22 1.3% 88% False False 20,149
20 92.94 88.78 4.16 4.5% 1.37 1.5% 80% False False 16,315
40 92.94 84.84 8.10 8.8% 1.44 1.6% 90% False False 13,502
60 93.96 84.84 9.12 9.9% 1.32 1.4% 79% False False 11,981
80 95.16 84.84 10.32 11.2% 1.22 1.3% 70% False False 10,812
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.76
2.618 94.48
1.618 93.70
1.000 93.22
0.618 92.92
HIGH 92.44
0.618 92.14
0.500 92.05
0.382 91.96
LOW 91.66
0.618 91.18
1.000 90.88
1.618 90.40
2.618 89.62
4.250 88.35
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 92.08 91.91
PP 92.06 91.73
S1 92.05 91.55

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

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