NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	92.19	92.18	-0.01	0.0%	89.56
High	92.28	92.18	-0.10	-0.1%	92.55
Low	91.55	90.65	-0.90	-1.0%	89.48
Close	92.19	91.71	-0.48	-0.5%	92.16
Range	0.73	1.53	0.80	109.6%	3.07
ATR	1.43	1.43	0.01	0.6%	0.00
Volume	29,711	21,843	-7,868	-26.5%	116,012

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.10	95.44	92.55
R3	94.57	93.91	92.13
R2	93.04	93.04	91.99
R1	92.38	92.38	91.85	91.95
PP	91.51	91.51	91.51	91.30
S1	90.85	90.85	91.57	90.42
S2	89.98	89.98	91.43
S3	88.45	89.32	91.29
S4	86.92	87.79	90.87

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.61	99.45	93.85
R3	97.54	96.38	93.00
R2	94.47	94.47	92.72
R1	93.31	93.31	92.44	93.89
PP	91.40	91.40	91.40	91.69
S1	90.24	90.24	91.88	90.82
S2	88.33	88.33	91.60
S3	85.26	87.17	91.32
S4	82.19	84.10	90.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.55	90.44	2.11	2.3%	1.19	1.3%	60%	False	False	26,688
10	92.55	88.78	3.77	4.1%	1.32	1.4%	78%	False	False	19,869
20	92.94	88.78	4.16	4.5%	1.38	1.5%	70%	False	False	16,060
40	92.94	84.84	8.10	8.8%	1.45	1.6%	85%	False	False	13,395
60	93.96	84.84	9.12	9.9%	1.33	1.5%	75%	False	False	11,874
80	95.66	84.84	10.82	11.8%	1.23	1.3%	63%	False	False	10,745

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.68
2.618	96.19
1.618	94.66
1.000	93.71
0.618	93.13
HIGH	92.18
0.618	91.60
0.500	91.42
0.382	91.23
LOW	90.65
0.618	89.70
1.000	89.12
1.618	88.17
2.618	86.64
4.250	84.15

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	91.61	91.64
PP	91.51	91.57
S1	91.42	91.51

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