NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 91.92 92.73 0.81 0.9% 92.19
High 93.01 93.88 0.87 0.9% 93.88
Low 91.36 92.69 1.33 1.5% 90.65
Close 92.80 93.53 0.73 0.8% 93.53
Range 1.65 1.19 -0.46 -27.9% 3.23
ATR 1.41 1.39 -0.02 -1.1% 0.00
Volume 12,638 12,339 -299 -2.4% 89,753
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.94 96.42 94.18
R3 95.75 95.23 93.86
R2 94.56 94.56 93.75
R1 94.04 94.04 93.64 94.30
PP 93.37 93.37 93.37 93.50
S1 92.85 92.85 93.42 93.11
S2 92.18 92.18 93.31
S3 90.99 91.66 93.20
S4 89.80 90.47 92.88
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.38 101.18 95.31
R3 99.15 97.95 94.42
R2 95.92 95.92 94.12
R1 94.72 94.72 93.83 95.32
PP 92.69 92.69 92.69 92.99
S1 91.49 91.49 93.23 92.09
S2 89.46 89.46 92.94
S3 86.23 88.26 92.64
S4 83.00 85.03 91.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.88 90.65 3.23 3.5% 1.18 1.3% 89% True False 17,950
10 93.88 89.48 4.40 4.7% 1.23 1.3% 92% True False 20,576
20 93.88 88.78 5.10 5.5% 1.32 1.4% 93% True False 16,128
40 93.88 85.73 8.15 8.7% 1.42 1.5% 96% True False 13,582
60 93.96 84.84 9.12 9.8% 1.33 1.4% 95% False False 12,099
80 93.96 84.84 9.12 9.8% 1.22 1.3% 95% False False 10,898
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.94
2.618 97.00
1.618 95.81
1.000 95.07
0.618 94.62
HIGH 93.88
0.618 93.43
0.500 93.29
0.382 93.14
LOW 92.69
0.618 91.95
1.000 91.50
1.618 90.76
2.618 89.57
4.250 87.63
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 93.45 93.23
PP 93.37 92.92
S1 93.29 92.62

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

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