NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 90.35 91.32 0.97 1.1% 88.11
High 91.48 91.68 0.20 0.2% 91.68
Low 90.08 90.53 0.45 0.5% 88.11
Close 91.28 90.74 -0.54 -0.6% 90.74
Range 1.40 1.15 -0.25 -17.9% 3.57
ATR 1.53 1.50 -0.03 -1.8% 0.00
Volume 12,411 19,377 6,966 56.1% 99,645
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 94.43 93.74 91.37
R3 93.28 92.59 91.06
R2 92.13 92.13 90.95
R1 91.44 91.44 90.85 91.21
PP 90.98 90.98 90.98 90.87
S1 90.29 90.29 90.63 90.06
S2 89.83 89.83 90.53
S3 88.68 89.14 90.42
S4 87.53 87.99 90.11
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.89 99.38 92.70
R3 97.32 95.81 91.72
R2 93.75 93.75 91.39
R1 92.24 92.24 91.07 93.00
PP 90.18 90.18 90.18 90.55
S1 88.67 88.67 90.41 89.43
S2 86.61 86.61 90.09
S3 83.04 85.10 89.76
S4 79.47 81.53 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.68 88.11 3.57 3.9% 1.38 1.5% 74% True False 19,929
10 94.46 88.11 6.35 7.0% 1.53 1.7% 41% False False 19,369
20 94.46 88.11 6.35 7.0% 1.38 1.5% 41% False False 19,972
40 94.46 88.11 6.35 7.0% 1.39 1.5% 41% False False 15,831
60 94.46 84.84 9.62 10.6% 1.41 1.5% 61% False False 13,947
80 94.46 84.84 9.62 10.6% 1.30 1.4% 61% False False 12,657
100 95.87 84.84 11.03 12.2% 1.22 1.3% 53% False False 11,651
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.57
2.618 94.69
1.618 93.54
1.000 92.83
0.618 92.39
HIGH 91.68
0.618 91.24
0.500 91.11
0.382 90.97
LOW 90.53
0.618 89.82
1.000 89.38
1.618 88.67
2.618 87.52
4.250 85.64
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 91.11 90.58
PP 90.98 90.42
S1 90.86 90.27

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

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