NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 89.64 90.35 0.71 0.8% 93.51
High 90.30 91.48 1.18 1.3% 94.46
Low 88.85 90.08 1.23 1.4% 88.30
Close 90.13 91.28 1.15 1.3% 88.84
Range 1.45 1.40 -0.05 -3.4% 6.16
ATR 1.54 1.53 -0.01 -0.7% 0.00
Volume 21,975 12,411 -9,564 -43.5% 94,049
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.15 94.61 92.05
R3 93.75 93.21 91.67
R2 92.35 92.35 91.54
R1 91.81 91.81 91.41 92.08
PP 90.95 90.95 90.95 91.08
S1 90.41 90.41 91.15 90.68
S2 89.55 89.55 91.02
S3 88.15 89.01 90.90
S4 86.75 87.61 90.51
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 91.48 88.11 3.37 3.7% 1.69 1.8% 94% True False 20,685
10 94.46 88.11 6.35 7.0% 1.54 1.7% 50% False False 18,665
20 94.46 88.11 6.35 7.0% 1.37 1.5% 50% False False 19,554
40 94.46 87.65 6.81 7.5% 1.43 1.6% 53% False False 15,686
60 94.46 84.84 9.62 10.5% 1.41 1.5% 67% False False 13,747
80 94.46 84.84 9.62 10.5% 1.30 1.4% 67% False False 12,494
100 95.87 84.84 11.03 12.1% 1.21 1.3% 58% False False 11,519
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.43
2.618 95.15
1.618 93.75
1.000 92.88
0.618 92.35
HIGH 91.48
0.618 90.95
0.500 90.78
0.382 90.61
LOW 90.08
0.618 89.21
1.000 88.68
1.618 87.81
2.618 86.41
4.250 84.13
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 91.11 90.91
PP 90.95 90.54
S1 90.78 90.17

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.