NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 93.04 90.96 -2.08 -2.2% 93.51
High 93.04 90.98 -2.06 -2.2% 94.46
Low 89.97 88.30 -1.67 -1.9% 88.30
Close 90.42 88.84 -1.58 -1.7% 88.84
Range 3.07 2.68 -0.39 -12.7% 6.16
ATR 1.48 1.57 0.09 5.8% 0.00
Volume 15,084 23,161 8,077 53.5% 94,049
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.41 95.81 90.31
R3 94.73 93.13 89.58
R2 92.05 92.05 89.33
R1 90.45 90.45 89.09 89.91
PP 89.37 89.37 89.37 89.11
S1 87.77 87.77 88.59 87.23
S2 86.69 86.69 88.35
S3 84.01 85.09 88.10
S4 81.33 82.41 87.37
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.01 105.09 92.23
R3 102.85 98.93 90.53
R2 96.69 96.69 89.97
R1 92.77 92.77 89.40 91.65
PP 90.53 90.53 90.53 89.98
S1 86.61 86.61 88.28 85.49
S2 84.37 84.37 87.71
S3 78.21 80.45 87.15
S4 72.05 74.29 85.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.46 88.30 6.16 6.9% 1.68 1.9% 9% False True 18,809
10 94.46 88.30 6.16 6.9% 1.43 1.6% 9% False True 18,380
20 94.46 88.30 6.16 6.9% 1.42 1.6% 9% False True 17,501
40 94.46 86.89 7.57 8.5% 1.46 1.6% 26% False False 14,746
60 94.46 84.84 9.62 10.8% 1.39 1.6% 42% False False 12,979
80 94.46 84.84 9.62 10.8% 1.27 1.4% 42% False False 11,712
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.37
2.618 98.00
1.618 95.32
1.000 93.66
0.618 92.64
HIGH 90.98
0.618 89.96
0.500 89.64
0.382 89.32
LOW 88.30
0.618 86.64
1.000 85.62
1.618 83.96
2.618 81.28
4.250 76.91
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 89.64 91.38
PP 89.37 90.53
S1 89.11 89.69

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

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