NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 91.73 91.92 0.19 0.2% 89.56
High 92.44 93.01 0.57 0.6% 92.55
Low 91.66 91.36 -0.30 -0.3% 89.48
Close 92.09 92.80 0.71 0.8% 92.16
Range 0.78 1.65 0.87 111.5% 3.07
ATR 1.39 1.41 0.02 1.3% 0.00
Volume 13,222 12,638 -584 -4.4% 116,012
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.34 96.72 93.71
R3 95.69 95.07 93.25
R2 94.04 94.04 93.10
R1 93.42 93.42 92.95 93.73
PP 92.39 92.39 92.39 92.55
S1 91.77 91.77 92.65 92.08
S2 90.74 90.74 92.50
S3 89.09 90.12 92.35
S4 87.44 88.47 91.89
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 93.01 90.46 2.55 2.7% 1.36 1.5% 92% True False 21,190
10 93.01 88.99 4.02 4.3% 1.21 1.3% 95% True False 20,443
20 93.01 88.78 4.23 4.6% 1.35 1.5% 95% True False 16,243
40 93.01 84.84 8.17 8.8% 1.42 1.5% 97% True False 13,584
60 93.96 84.84 9.12 9.8% 1.32 1.4% 87% False False 12,073
80 95.16 84.84 10.32 11.1% 1.23 1.3% 77% False False 10,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.02
2.618 97.33
1.618 95.68
1.000 94.66
0.618 94.03
HIGH 93.01
0.618 92.38
0.500 92.19
0.382 91.99
LOW 91.36
0.618 90.34
1.000 89.71
1.618 88.69
2.618 87.04
4.250 84.35
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 92.60 92.48
PP 92.39 92.15
S1 92.19 91.83

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

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