NYMEX Light Sweet Crude Oil Future September 2013


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 93.56 94.23 0.67 0.7% 94.00
High 94.70 94.78 0.08 0.1% 96.04
Low 92.69 93.73 1.04 1.1% 91.89
Close 93.65 94.04 0.39 0.4% 92.30
Range 2.01 1.05 -0.96 -47.8% 4.15
ATR 2.01 1.95 -0.06 -3.1% 0.00
Volume 64,705 61,251 -3,454 -5.3% 217,812
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.33 96.74 94.62
R3 96.28 95.69 94.33
R2 95.23 95.23 94.23
R1 94.64 94.64 94.14 94.41
PP 94.18 94.18 94.18 94.07
S1 93.59 93.59 93.94 93.36
S2 93.13 93.13 93.85
S3 92.08 92.54 93.75
S4 91.03 91.49 93.46
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 105.86 103.23 94.58
R3 101.71 99.08 93.44
R2 97.56 97.56 93.06
R1 94.93 94.93 92.68 94.17
PP 93.41 93.41 93.41 93.03
S1 90.78 90.78 91.92 90.02
S2 89.26 89.26 91.54
S3 85.11 86.63 91.16
S4 80.96 82.48 90.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.78 91.68 3.10 3.3% 1.94 2.1% 76% True False 68,632
10 96.20 91.68 4.52 4.8% 2.02 2.1% 52% False False 57,571
20 97.28 91.68 5.60 6.0% 1.87 2.0% 42% False False 48,774
40 97.28 86.26 11.02 11.7% 2.03 2.2% 71% False False 41,248
60 97.66 86.26 11.40 12.1% 1.83 1.9% 68% False False 34,515
80 99.69 86.26 13.43 14.3% 1.69 1.8% 58% False False 29,729
100 99.69 86.26 13.43 14.3% 1.55 1.6% 58% False False 27,025
120 99.69 86.26 13.43 14.3% 1.45 1.5% 58% False False 23,427
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 0.46
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 99.24
2.618 97.53
1.618 96.48
1.000 95.83
0.618 95.43
HIGH 94.78
0.618 94.38
0.500 94.26
0.382 94.13
LOW 93.73
0.618 93.08
1.000 92.68
1.618 92.03
2.618 90.98
4.250 89.27
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 94.26 93.77
PP 94.18 93.50
S1 94.11 93.23

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

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