NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 90.83 87.91 -2.92 -3.2% 90.95
High 90.83 88.50 -2.33 -2.6% 91.99
Low 89.17 86.25 -2.92 -3.3% 89.17
Close 89.63 87.43 -2.20 -2.5% 89.63
Range 1.66 2.25 0.59 35.5% 2.82
ATR 1.07 1.23 0.17 15.5% 0.00
Volume 7,094 11,687 4,593 64.7% 45,893
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 94.14 93.04 88.67
R3 91.89 90.79 88.05
R2 89.64 89.64 87.84
R1 88.54 88.54 87.64 87.97
PP 87.39 87.39 87.39 87.11
S1 86.29 86.29 87.22 85.72
S2 85.14 85.14 87.02
S3 82.89 84.04 86.81
S4 80.64 81.79 86.19
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.72 97.00 91.18
R3 95.90 94.18 90.41
R2 93.08 93.08 90.15
R1 91.36 91.36 89.89 90.81
PP 90.26 90.26 90.26 89.99
S1 88.54 88.54 89.37 87.99
S2 87.44 87.44 89.11
S3 84.62 85.72 88.85
S4 81.80 82.90 88.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.99 86.25 5.74 6.6% 1.28 1.5% 21% False True 9,261
10 93.96 86.25 7.71 8.8% 1.19 1.4% 15% False True 9,097
20 93.96 86.25 7.71 8.8% 1.10 1.3% 15% False True 8,831
40 95.66 86.25 9.41 10.8% 1.02 1.2% 13% False True 8,094
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 0.19
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 98.06
2.618 94.39
1.618 92.14
1.000 90.75
0.618 89.89
HIGH 88.50
0.618 87.64
0.500 87.38
0.382 87.11
LOW 86.25
0.618 84.86
1.000 84.00
1.618 82.61
2.618 80.36
4.250 76.69
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 87.41 89.11
PP 87.39 88.55
S1 87.38 87.99

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

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