NYMEX Light Sweet Crude Oil Future February 2014


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 92.45 92.38 -0.07 -0.1% 91.59
High 92.74 93.02 0.28 0.3% 93.78
Low 92.09 92.30 0.21 0.2% 90.27
Close 92.09 92.82 0.73 0.8% 90.41
Range 0.65 0.72 0.07 10.8% 3.51
ATR 1.32 1.29 -0.03 -2.1% 0.00
Volume 3,789 1,959 -1,830 -48.3% 7,610
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 94.87 94.57 93.22
R3 94.15 93.85 93.02
R2 93.43 93.43 92.95
R1 93.13 93.13 92.89 93.28
PP 92.71 92.71 92.71 92.79
S1 92.41 92.41 92.75 92.56
S2 91.99 91.99 92.69
S3 91.27 91.69 92.62
S4 90.55 90.97 92.42
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 102.02 99.72 92.34
R3 98.51 96.21 91.38
R2 95.00 95.00 91.05
R1 92.70 92.70 90.73 92.10
PP 91.49 91.49 91.49 91.18
S1 89.19 89.19 90.09 88.59
S2 87.98 87.98 89.77
S3 84.47 85.68 89.44
S4 80.96 82.17 88.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 90.30 2.72 2.9% 0.97 1.0% 93% True False 2,612
10 93.78 90.27 3.51 3.8% 1.34 1.4% 73% False False 2,257
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.08
2.618 94.90
1.618 94.18
1.000 93.74
0.618 93.46
HIGH 93.02
0.618 92.74
0.500 92.66
0.382 92.58
LOW 92.30
0.618 91.86
1.000 91.58
1.618 91.14
2.618 90.42
4.250 89.24
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 92.77 92.58
PP 92.71 92.33
S1 92.66 92.09

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

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