NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 90.55 90.40 -0.15 -0.2% 91.11
High 90.55 90.55 0.00 0.0% 91.11
Low 89.95 89.85 -0.10 -0.1% 88.60
Close 90.21 90.40 0.19 0.2% 88.89
Range 0.60 0.70 0.10 16.7% 2.51
ATR 0.97 0.95 -0.02 -2.0% 0.00
Volume 2,926 11,662 8,736 298.6% 3,628
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 92.37 92.08 90.79
R3 91.67 91.38 90.59
R2 90.97 90.97 90.53
R1 90.68 90.68 90.46 90.75
PP 90.27 90.27 90.27 90.30
S1 89.98 89.98 90.34 90.05
S2 89.57 89.57 90.27
S3 88.87 89.28 90.21
S4 88.17 88.58 90.02
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 97.06 95.49 90.27
R3 94.55 92.98 89.58
R2 92.04 92.04 89.35
R1 90.47 90.47 89.12 90.00
PP 89.53 89.53 89.53 89.30
S1 87.96 87.96 88.66 87.49
S2 87.02 87.02 88.43
S3 84.51 85.45 88.20
S4 82.00 82.94 87.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.00 88.60 2.40 2.7% 0.80 0.9% 75% False False 3,656
10 91.11 88.60 2.51 2.8% 0.49 0.5% 72% False False 2,171
20 92.60 88.60 4.00 4.4% 0.54 0.6% 45% False False 1,607
40 92.60 84.98 7.62 8.4% 0.27 0.3% 71% False False 1,157
60 93.35 84.98 8.37 9.3% 0.19 0.2% 65% False False 904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.53
2.618 92.38
1.618 91.68
1.000 91.25
0.618 90.98
HIGH 90.55
0.618 90.28
0.500 90.20
0.382 90.12
LOW 89.85
0.618 89.42
1.000 89.15
1.618 88.72
2.618 88.02
4.250 86.88
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 90.33 90.33
PP 90.27 90.27
S1 90.20 90.20

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

View Archives - Comment on this page... - Back to Index of Symbols