NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2013

Day Change Summary
	Previous	Current
	19-Apr-2013	22-Apr-2013	Change	Change %	Previous Week
Open	86.18	86.78	0.60	0.7%	87.91
High	86.39	87.48	1.09	1.3%	88.50
Low	85.73	86.10	0.37	0.4%	84.84
Close	85.85	87.16	1.31	1.5%	85.85
Range	0.66	1.38	0.72	109.1%	3.66
ATR	1.29	1.31	0.02	1.9%	0.00
Volume	11,789	9,319	-2,470	-21.0%	54,190

Daily Pivots for day following 22-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	91.05	90.49	87.92
R3	89.67	89.11	87.54
R2	88.29	88.29	87.41
R1	87.73	87.73	87.29	88.01
PP	86.91	86.91	86.91	87.06
S1	86.35	86.35	87.03	86.63
S2	85.53	85.53	86.91
S3	84.15	84.97	86.78
S4	82.77	83.59	86.40

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.38	95.27	87.86
R3	93.72	91.61	86.86
R2	90.06	90.06	86.52
R1	87.95	87.95	86.19	87.18
PP	86.40	86.40	86.40	86.01
S1	84.29	84.29	85.51	83.52
S2	82.74	82.74	85.18
S3	79.08	80.63	84.84
S4	75.42	76.97	83.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.74	84.84	2.90	3.3%	1.37	1.6%	80%	False	False	10,364
10	91.99	84.84	7.15	8.2%	1.32	1.5%	32%	False	False	9,812
20	93.96	84.84	9.12	10.5%	1.18	1.4%	25%	False	False	9,591
40	93.96	84.84	9.12	10.5%	1.03	1.2%	25%	False	False	8,336

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.35
2.618	91.09
1.618	89.71
1.000	88.86
0.618	88.33
HIGH	87.48
0.618	86.95
0.500	86.79
0.382	86.63
LOW	86.10
0.618	85.25
1.000	84.72
1.618	83.87
2.618	82.49
4.250	80.24

Fisher Pivots for day following 22-Apr-2013
Pivot	1 day	3 day
R1	87.04	86.83
PP	86.91	86.49
S1	86.79	86.16

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