NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 94.30 93.04 -1.26 -1.3% 92.19
High 94.46 93.04 -1.42 -1.5% 93.88
Low 93.34 89.97 -3.37 -3.6% 90.65
Close 93.89 90.42 -3.47 -3.7% 93.53
Range 1.12 3.07 1.95 174.1% 3.23
ATR 1.29 1.48 0.19 14.5% 0.00
Volume 12,203 15,084 2,881 23.6% 89,753
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.35 98.46 92.11
R3 97.28 95.39 91.26
R2 94.21 94.21 90.98
R1 92.32 92.32 90.70 91.73
PP 91.14 91.14 91.14 90.85
S1 89.25 89.25 90.14 88.66
S2 88.07 88.07 89.86
S3 85.00 86.18 89.58
S4 81.93 83.11 88.73
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 94.46 89.97 4.49 5.0% 1.39 1.5% 10% False True 16,645
10 94.46 89.97 4.49 5.0% 1.37 1.5% 10% False True 18,917
20 94.46 88.78 5.68 6.3% 1.36 1.5% 29% False False 17,032
40 94.46 86.89 7.57 8.4% 1.44 1.6% 47% False False 14,423
60 94.46 84.84 9.62 10.6% 1.36 1.5% 58% False False 12,792
80 94.46 84.84 9.62 10.6% 1.24 1.4% 58% False False 11,460
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 0.20
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 106.09
2.618 101.08
1.618 98.01
1.000 96.11
0.618 94.94
HIGH 93.04
0.618 91.87
0.500 91.51
0.382 91.14
LOW 89.97
0.618 88.07
1.000 86.90
1.618 85.00
2.618 81.93
4.250 76.92
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 91.51 92.22
PP 91.14 91.62
S1 90.78 91.02

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

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