NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 86.50 87.50 1.00 1.2% 87.91
High 87.46 89.20 1.74 2.0% 88.50
Low 86.32 87.50 1.18 1.4% 84.84
Close 87.42 89.02 1.60 1.8% 85.85
Range 1.14 1.70 0.56 49.1% 3.66
ATR 1.30 1.34 0.03 2.6% 0.00
Volume 4,656 11,505 6,849 147.1% 54,190
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.67 93.05 89.96
R3 91.97 91.35 89.49
R2 90.27 90.27 89.33
R1 89.65 89.65 89.18 89.96
PP 88.57 88.57 88.57 88.73
S1 87.95 87.95 88.86 88.26
S2 86.87 86.87 88.71
S3 85.17 86.25 88.55
S4 83.47 84.55 88.09
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.38 95.27 87.86
R3 93.72 91.61 86.86
R2 90.06 90.06 86.52
R1 87.95 87.95 86.19 87.18
PP 86.40 86.40 86.40 86.01
S1 84.29 84.29 85.51 83.52
S2 82.74 82.74 85.18
S3 79.08 80.63 84.84
S4 75.42 76.97 83.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.20 84.84 4.36 4.9% 1.26 1.4% 96% True False 9,939
10 91.97 84.84 7.13 8.0% 1.47 1.6% 59% False False 8,997
20 93.96 84.84 9.12 10.2% 1.20 1.4% 46% False False 9,530
40 93.96 84.84 9.12 10.2% 1.04 1.2% 46% False False 8,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.43
2.618 93.65
1.618 91.95
1.000 90.90
0.618 90.25
HIGH 89.20
0.618 88.55
0.500 88.35
0.382 88.15
LOW 87.50
0.618 86.45
1.000 85.80
1.618 84.75
2.618 83.05
4.250 80.28
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 88.80 88.56
PP 88.57 88.11
S1 88.35 87.65

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

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