NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 10-Apr-2013

Day Change Summary
	Previous	Current
	09-Apr-2013	10-Apr-2013	Change	Change %	Previous Week
Open	91.17	91.45	0.28	0.3%	92.84
High	91.67	91.99	0.32	0.3%	93.96
Low	91.17	91.11	-0.06	-0.1%	90.07
Close	91.62	91.97	0.35	0.4%	90.32
Range	0.50	0.88	0.38	76.0%	3.89
ATR	0.99	0.98	-0.01	-0.8%	0.00
Volume	10,594	13,718	3,124	29.5%	42,882

Daily Pivots for day following 10-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	94.33	94.03	92.45
R3	93.45	93.15	92.21
R2	92.57	92.57	92.13
R1	92.27	92.27	92.05	92.42
PP	91.69	91.69	91.69	91.77
S1	91.39	91.39	91.89	91.54
S2	90.81	90.81	91.81
S3	89.93	90.51	91.73
S4	89.05	89.63	91.49

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.12	100.61	92.46
R3	99.23	96.72	91.39
R2	95.34	95.34	91.03
R1	92.83	92.83	90.68	92.14
PP	91.45	91.45	91.45	91.11
S1	88.94	88.94	89.96	88.25
S2	87.56	87.56	89.61
S3	83.67	85.05	89.25
S4	79.78	81.16	88.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.99	90.07	1.92	2.1%	0.84	0.9%	99%	True	False	10,900
10	93.96	90.07	3.89	4.2%	0.94	1.0%	49%	False	False	10,063
20	93.96	89.44	4.52	4.9%	0.93	1.0%	56%	False	False	9,603
40	95.87	88.72	7.15	7.8%	0.92	1.0%	45%	False	False	8,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.73
2.618	94.29
1.618	93.41
1.000	92.87
0.618	92.53
HIGH	91.99
0.618	91.65
0.500	91.55
0.382	91.45
LOW	91.11
0.618	90.57
1.000	90.23
1.618	89.69
2.618	88.81
4.250	87.37

Fisher Pivots for day following 10-Apr-2013
Pivot	1 day	3 day
R1	91.83	91.75
PP	91.69	91.52
S1	91.55	91.30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols