NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 90.16 89.64 -0.52 -0.6% 93.51
High 90.20 90.30 0.10 0.1% 94.46
Low 89.26 88.85 -0.41 -0.5% 88.30
Close 89.96 90.13 0.17 0.2% 88.84
Range 0.94 1.45 0.51 54.3% 6.16
ATR 1.55 1.54 -0.01 -0.4% 0.00
Volume 22,948 21,975 -973 -4.2% 94,049
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 94.11 93.57 90.93
R3 92.66 92.12 90.53
R2 91.21 91.21 90.40
R1 90.67 90.67 90.26 90.94
PP 89.76 89.76 89.76 89.90
S1 89.22 89.22 90.00 89.49
S2 88.31 88.31 89.86
S3 86.86 87.77 89.73
S4 85.41 86.32 89.33
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.01 105.09 92.23
R3 102.85 98.93 90.53
R2 96.69 96.69 89.97
R1 92.77 92.77 89.40 91.65
PP 90.53 90.53 90.53 89.98
S1 86.61 86.61 88.28 85.49
S2 84.37 84.37 87.71
S3 78.21 80.45 87.15
S4 72.05 74.29 85.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.04 88.11 4.93 5.5% 2.02 2.2% 41% False False 21,220
10 94.46 88.11 6.35 7.0% 1.56 1.7% 32% False False 18,688
20 94.46 88.11 6.35 7.0% 1.39 1.5% 32% False False 19,418
40 94.46 86.89 7.57 8.4% 1.46 1.6% 43% False False 15,663
60 94.46 84.84 9.62 10.7% 1.42 1.6% 55% False False 13,674
80 94.46 84.84 9.62 10.7% 1.29 1.4% 55% False False 12,366
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.46
2.618 94.10
1.618 92.65
1.000 91.75
0.618 91.20
HIGH 90.30
0.618 89.75
0.500 89.58
0.382 89.40
LOW 88.85
0.618 87.95
1.000 87.40
1.618 86.50
2.618 85.05
4.250 82.69
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 89.95 89.82
PP 89.76 89.51
S1 89.58 89.21

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

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