NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 90.96 88.11 -2.85 -3.1% 93.51
High 90.98 90.07 -0.91 -1.0% 94.46
Low 88.30 88.11 -0.19 -0.2% 88.30
Close 88.84 89.70 0.86 1.0% 88.84
Range 2.68 1.96 -0.72 -26.9% 6.16
ATR 1.57 1.59 0.03 1.8% 0.00
Volume 23,161 22,934 -227 -1.0% 94,049
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.17 94.40 90.78
R3 93.21 92.44 90.24
R2 91.25 91.25 90.06
R1 90.48 90.48 89.88 90.87
PP 89.29 89.29 89.29 89.49
S1 88.52 88.52 89.52 88.91
S2 87.33 87.33 89.34
S3 85.37 86.56 89.16
S4 83.41 84.60 88.62
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 88.11 6.35 7.1% 1.90 2.1% 25% False True 17,280
10 94.46 88.11 6.35 7.1% 1.55 1.7% 25% False True 17,702
20 94.46 88.11 6.35 7.1% 1.47 1.6% 25% False True 17,997
40 94.46 86.89 7.57 8.4% 1.47 1.6% 37% False False 15,052
60 94.46 84.84 9.62 10.7% 1.41 1.6% 51% False False 13,191
80 94.46 84.84 9.62 10.7% 1.28 1.4% 51% False False 11,924
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 True
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 95.20
1.618 93.24
1.000 92.03
0.618 91.28
HIGH 90.07
0.618 89.32
0.500 89.09
0.382 88.86
LOW 88.11
0.618 86.90
1.000 86.15
1.618 84.94
2.618 82.98
4.250 79.78
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 89.50 90.58
PP 89.29 90.28
S1 89.09 89.99

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

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