NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 93.41 93.10 -0.31 -0.3% 90.98
High 93.96 93.46 -0.50 -0.5% 93.35
Low 93.27 91.45 -1.82 -2.0% 90.61
Close 93.73 91.60 -2.13 -2.3% 93.28
Range 0.69 2.01 1.32 191.3% 2.74
ATR 0.92 1.02 0.10 10.6% 0.00
Volume 6,395 8,080 1,685 26.3% 39,549
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.20 96.91 92.71
R3 96.19 94.90 92.15
R2 94.18 94.18 91.97
R1 92.89 92.89 91.78 92.53
PP 92.17 92.17 92.17 91.99
S1 90.88 90.88 91.42 90.52
S2 90.16 90.16 91.23
S3 88.15 88.87 91.05
S4 86.14 86.86 90.49
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.63 99.70 94.79
R3 97.89 96.96 94.03
R2 95.15 95.15 93.78
R1 94.22 94.22 93.53 94.69
PP 92.41 92.41 92.41 92.65
S1 91.48 91.48 93.03 91.95
S2 89.67 89.67 92.78
S3 86.93 88.74 92.53
S4 84.19 86.00 91.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.96 91.45 2.51 2.7% 1.04 1.1% 6% False True 9,226
10 93.96 89.79 4.17 4.6% 0.97 1.1% 43% False False 8,622
20 93.96 88.72 5.24 5.7% 0.95 1.0% 55% False False 8,736
40 95.87 88.72 7.15 7.8% 0.91 1.0% 40% False False 8,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 102.00
2.618 98.72
1.618 96.71
1.000 95.47
0.618 94.70
HIGH 93.46
0.618 92.69
0.500 92.46
0.382 92.22
LOW 91.45
0.618 90.21
1.000 89.44
1.618 88.20
2.618 86.19
4.250 82.91
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 92.46 92.71
PP 92.17 92.34
S1 91.89 91.97

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

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