NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 97.97 96.79 -1.18 -1.2% 97.52
High 98.67 97.91 -0.76 -0.8% 99.49
Low 96.70 96.79 0.09 0.1% 96.55
Close 97.45 97.67 0.22 0.2% 99.29
Range 1.97 1.12 -0.85 -43.1% 2.94
ATR 1.32 1.30 -0.01 -1.1% 0.00
Volume 21,099 20,443 -656 -3.1% 79,511
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.82 100.36 98.29
R3 99.70 99.24 97.98
R2 98.58 98.58 97.88
R1 98.12 98.12 97.77 98.35
PP 97.46 97.46 97.46 97.57
S1 97.00 97.00 97.57 97.23
S2 96.34 96.34 97.46
S3 95.22 95.88 97.36
S4 94.10 94.76 97.05
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.26 106.22 100.91
R3 104.32 103.28 100.10
R2 101.38 101.38 99.83
R1 100.34 100.34 99.56 100.86
PP 98.44 98.44 98.44 98.71
S1 97.40 97.40 99.02 97.92
S2 95.50 95.50 98.75
S3 92.56 94.46 98.48
S4 89.62 91.52 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 96.70 2.79 2.9% 1.23 1.3% 35% False False 20,112
10 100.65 96.55 4.10 4.2% 1.46 1.5% 27% False False 23,371
20 100.65 96.38 4.27 4.4% 1.24 1.3% 30% False False 20,839
40 100.65 93.99 6.66 6.8% 1.19 1.2% 55% False False 19,371
60 100.65 88.11 12.54 12.8% 1.20 1.2% 76% False False 20,814
80 100.65 88.11 12.54 12.8% 1.23 1.3% 76% False False 19,899
100 100.65 86.10 14.55 14.9% 1.29 1.3% 80% False False 18,109
120 100.65 84.84 15.81 16.2% 1.27 1.3% 81% False False 16,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.67
2.618 100.84
1.618 99.72
1.000 99.03
0.618 98.60
HIGH 97.91
0.618 97.48
0.500 97.35
0.382 97.22
LOW 96.79
0.618 96.10
1.000 95.67
1.618 94.98
2.618 93.86
4.250 92.03
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 97.56 97.92
PP 97.46 97.84
S1 97.35 97.75

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

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