NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 96.79 97.84 1.05 1.1% 97.52
High 97.91 98.58 0.67 0.7% 99.49
Low 96.79 97.49 0.70 0.7% 96.55
Close 97.67 98.44 0.77 0.8% 99.29
Range 1.12 1.09 -0.03 -2.7% 2.94
ATR 1.30 1.29 -0.02 -1.2% 0.00
Volume 20,443 18,933 -1,510 -7.4% 79,511
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.44 101.03 99.04
R3 100.35 99.94 98.74
R2 99.26 99.26 98.64
R1 98.85 98.85 98.54 99.06
PP 98.17 98.17 98.17 98.27
S1 97.76 97.76 98.34 97.97
S2 97.08 97.08 98.24
S3 95.99 96.67 98.14
S4 94.90 95.58 97.84
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 2.8% 1.25 1.3% 62% False False 20,717
10 99.49 96.55 2.94 3.0% 1.37 1.4% 64% False False 21,960
20 100.65 96.41 4.24 4.3% 1.25 1.3% 48% False False 20,869
40 100.65 93.99 6.66 6.8% 1.19 1.2% 67% False False 19,390
60 100.65 88.11 12.54 12.7% 1.21 1.2% 82% False False 20,913
80 100.65 88.11 12.54 12.7% 1.23 1.2% 82% False False 19,922
100 100.65 86.32 14.33 14.6% 1.29 1.3% 85% False False 18,205
120 100.65 84.84 15.81 16.1% 1.27 1.3% 86% False False 16,770
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 101.43
1.618 100.34
1.000 99.67
0.618 99.25
HIGH 98.58
0.618 98.16
0.500 98.04
0.382 97.91
LOW 97.49
0.618 96.82
1.000 96.40
1.618 95.73
2.618 94.64
4.250 92.86
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 98.31 98.19
PP 98.17 97.94
S1 98.04 97.69

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

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