NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 92.27 91.76 -0.51 -0.6% 92.65
High 92.37 91.77 -0.60 -0.6% 92.65
Low 89.97 90.88 0.91 1.0% 89.97
Close 92.14 91.45 -0.69 -0.7% 92.14
Range 2.40 0.89 -1.51 -62.9% 2.68
ATR 1.52 1.50 -0.02 -1.2% 0.00
Volume 11,101 12,700 1,599 14.4% 57,938
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 94.04 93.63 91.94
R3 93.15 92.74 91.69
R2 92.26 92.26 91.61
R1 91.85 91.85 91.53 91.61
PP 91.37 91.37 91.37 91.25
S1 90.96 90.96 91.37 90.72
S2 90.48 90.48 91.29
S3 89.59 90.07 91.21
S4 88.70 89.18 90.96
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 99.63 98.56 93.61
R3 96.95 95.88 92.88
R2 94.27 94.27 92.63
R1 93.20 93.20 92.39 92.40
PP 91.59 91.59 91.59 91.18
S1 90.52 90.52 91.89 89.72
S2 88.91 88.91 91.65
S3 86.23 87.84 91.40
S4 83.55 85.16 90.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.42 89.97 2.45 2.7% 1.18 1.3% 60% False False 11,354
10 92.65 86.89 5.76 6.3% 1.57 1.7% 79% False False 11,660
20 92.65 84.84 7.81 8.5% 1.51 1.7% 85% False False 10,730
40 93.96 84.84 9.12 10.0% 1.30 1.4% 72% False False 9,781
60 95.66 84.84 10.82 11.8% 1.18 1.3% 61% False False 8,973
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.55
2.618 94.10
1.618 93.21
1.000 92.66
0.618 92.32
HIGH 91.77
0.618 91.43
0.500 91.33
0.382 91.22
LOW 90.88
0.618 90.33
1.000 89.99
1.618 89.44
2.618 88.55
4.250 87.10
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 91.41 91.37
PP 91.37 91.28
S1 91.33 91.20

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

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