NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 93.86 93.70 -0.16 -0.2% 93.89
High 94.48 95.32 0.84 0.9% 95.92
Low 93.41 93.69 0.28 0.3% 91.56
Close 93.74 94.76 1.02 1.1% 91.97
Range 1.07 1.63 0.56 52.3% 4.36
ATR 2.06 2.03 -0.03 -1.5% 0.00
Volume 268,909 267,164 -1,745 -0.6% 1,097,284
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.48 98.75 95.66
R3 97.85 97.12 95.21
R2 96.22 96.22 95.06
R1 95.49 95.49 94.91 95.86
PP 94.59 94.59 94.59 94.77
S1 93.86 93.86 94.61 94.23
S2 92.96 92.96 94.46
S3 91.33 92.23 94.31
S4 89.70 90.60 93.86
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 106.23 103.46 94.37
R3 101.87 99.10 93.17
R2 97.51 97.51 92.77
R1 94.74 94.74 92.37 93.95
PP 93.15 93.15 93.15 92.75
S1 90.38 90.38 91.57 89.59
S2 88.79 88.79 91.17
S3 84.43 86.02 90.77
S4 80.07 81.66 89.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.32 91.26 4.06 4.3% 1.89 2.0% 86% True False 278,532
10 95.92 91.26 4.66 4.9% 2.05 2.2% 75% False False 274,959
20 97.35 91.26 6.09 6.4% 1.99 2.1% 57% False False 229,127
40 97.38 86.16 11.22 11.8% 2.16 2.3% 77% False False 148,248
60 98.22 86.16 12.06 12.7% 1.97 2.1% 71% False False 112,929
80 99.77 86.16 13.61 14.4% 1.83 1.9% 63% False False 90,350
100 99.77 86.16 13.61 14.4% 1.72 1.8% 63% False False 77,162
120 99.77 86.16 13.61 14.4% 1.61 1.7% 63% False False 65,869
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.25
2.618 99.59
1.618 97.96
1.000 96.95
0.618 96.33
HIGH 95.32
0.618 94.70
0.500 94.51
0.382 94.31
LOW 93.69
0.618 92.68
1.000 92.06
1.618 91.05
2.618 89.42
4.250 86.76
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 94.68 94.46
PP 94.59 94.15
S1 94.51 93.85

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

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