NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 93.53 94.30 0.77 0.8% 92.19
High 94.13 94.46 0.33 0.4% 93.88
Low 93.44 93.34 -0.10 -0.1% 90.65
Close 94.05 93.89 -0.16 -0.2% 93.53
Range 0.69 1.12 0.43 62.3% 3.23
ATR 1.31 1.29 -0.01 -1.0% 0.00
Volume 13,018 12,203 -815 -6.3% 89,753
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.26 96.69 94.51
R3 96.14 95.57 94.20
R2 95.02 95.02 94.10
R1 94.45 94.45 93.99 94.18
PP 93.90 93.90 93.90 93.76
S1 93.33 93.33 93.79 93.06
S2 92.78 92.78 93.68
S3 91.66 92.21 93.58
S4 90.54 91.09 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 94.46 91.36 3.10 3.3% 1.10 1.2% 82% True False 16,156
10 94.46 90.46 4.00 4.3% 1.15 1.2% 86% True False 19,558
20 94.46 88.78 5.68 6.0% 1.28 1.4% 90% True False 16,707
40 94.46 86.89 7.57 8.1% 1.41 1.5% 92% True False 14,333
60 94.46 84.84 9.62 10.2% 1.33 1.4% 94% True False 12,752
80 94.46 84.84 9.62 10.2% 1.22 1.3% 94% True False 11,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.22
2.618 97.39
1.618 96.27
1.000 95.58
0.618 95.15
HIGH 94.46
0.618 94.03
0.500 93.90
0.382 93.77
LOW 93.34
0.618 92.65
1.000 92.22
1.618 91.53
2.618 90.41
4.250 88.58
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 93.90 93.89
PP 93.90 93.89
S1 93.89 93.89

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

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