NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 90.96 91.44 0.48 0.5% 88.11
High 91.93 92.28 0.35 0.4% 91.68
Low 90.96 91.37 0.41 0.5% 88.11
Close 91.60 92.26 0.66 0.7% 90.74
Range 0.97 0.91 -0.06 -6.2% 3.57
ATR 1.48 1.44 -0.04 -2.8% 0.00
Volume 22,146 15,971 -6,175 -27.9% 99,645
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 94.70 94.39 92.76
R3 93.79 93.48 92.51
R2 92.88 92.88 92.43
R1 92.57 92.57 92.34 92.73
PP 91.97 91.97 91.97 92.05
S1 91.66 91.66 92.18 91.82
S2 91.06 91.06 92.09
S3 90.15 90.75 92.01
S4 89.24 89.84 91.76
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 92.28 88.85 3.43 3.7% 1.18 1.3% 99% True False 18,376
10 94.46 88.11 6.35 6.9% 1.57 1.7% 65% False False 18,821
20 94.46 88.11 6.35 6.9% 1.34 1.5% 65% False False 20,172
40 94.46 88.11 6.35 6.9% 1.36 1.5% 65% False False 16,199
60 94.46 84.84 9.62 10.4% 1.42 1.5% 77% False False 14,202
80 94.46 84.84 9.62 10.4% 1.30 1.4% 77% False False 12,899
100 95.87 84.84 11.03 12.0% 1.22 1.3% 67% False False 11,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 96.15
2.618 94.66
1.618 93.75
1.000 93.19
0.618 92.84
HIGH 92.28
0.618 91.93
0.500 91.83
0.382 91.72
LOW 91.37
0.618 90.81
1.000 90.46
1.618 89.90
2.618 88.99
4.250 87.50
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 92.12 91.98
PP 91.97 91.69
S1 91.83 91.41

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

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