NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 92.73 93.51 0.78 0.8% 92.19
High 93.88 94.17 0.29 0.3% 93.88
Low 92.69 93.31 0.62 0.7% 90.65
Close 93.53 93.74 0.21 0.2% 93.53
Range 1.19 0.86 -0.33 -27.7% 3.23
ATR 1.39 1.35 -0.04 -2.7% 0.00
Volume 12,339 30,583 18,244 147.9% 89,753
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.32 95.89 94.21
R3 95.46 95.03 93.98
R2 94.60 94.60 93.90
R1 94.17 94.17 93.82 94.39
PP 93.74 93.74 93.74 93.85
S1 93.31 93.31 93.66 93.53
S2 92.88 92.88 93.58
S3 92.02 92.45 93.50
S4 91.16 91.59 93.27
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.38 101.18 95.31
R3 99.15 97.95 94.42
R2 95.92 95.92 94.12
R1 94.72 94.72 93.83 95.32
PP 92.69 92.69 92.69 92.99
S1 91.49 91.49 93.23 92.09
S2 89.46 89.46 92.94
S3 86.23 88.26 92.64
S4 83.00 85.03 91.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.17 90.65 3.52 3.8% 1.20 1.3% 88% True False 18,125
10 94.17 89.65 4.52 4.8% 1.20 1.3% 90% True False 21,970
20 94.17 88.78 5.39 5.7% 1.30 1.4% 92% True False 17,154
40 94.17 86.10 8.07 8.6% 1.42 1.5% 95% True False 14,052
60 94.17 84.84 9.33 10.0% 1.33 1.4% 95% True False 12,475
80 94.17 84.84 9.33 10.0% 1.22 1.3% 95% True False 11,165
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.83
2.618 96.42
1.618 95.56
1.000 95.03
0.618 94.70
HIGH 94.17
0.618 93.84
0.500 93.74
0.382 93.64
LOW 93.31
0.618 92.78
1.000 92.45
1.618 91.92
2.618 91.06
4.250 89.66
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 93.74 93.42
PP 93.74 93.09
S1 93.74 92.77

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

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