NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 91.83 91.55 -0.28 -0.3% 90.00
High 91.85 91.85 0.00 0.0% 91.85
Low 91.79 91.54 -0.25 -0.3% 89.85
Close 91.82 91.85 0.03 0.0% 91.82
Range 0.06 0.31 0.25 416.7% 2.00
ATR 0.92 0.88 -0.04 -4.7% 0.00
Volume 8,404 8,443 39 0.5% 33,427
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 92.68 92.57 92.02
R3 92.37 92.26 91.94
R2 92.06 92.06 91.91
R1 91.95 91.95 91.88 92.01
PP 91.75 91.75 91.75 91.77
S1 91.64 91.64 91.82 91.70
S2 91.44 91.44 91.79
S3 91.13 91.33 91.76
S4 90.82 91.02 91.68
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.17 96.50 92.92
R3 95.17 94.50 92.37
R2 93.17 93.17 92.19
R1 92.50 92.50 92.00 92.84
PP 91.17 91.17 91.17 91.34
S1 90.50 90.50 91.64 90.84
S2 89.17 89.17 91.45
S3 87.17 88.50 91.27
S4 85.17 86.50 90.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.85 89.85 2.00 2.2% 0.34 0.4% 100% True False 8,057
10 91.85 88.60 3.25 3.5% 0.44 0.5% 100% True False 4,549
20 92.60 88.60 4.00 4.4% 0.48 0.5% 81% False False 2,727
40 92.60 84.98 7.62 8.3% 0.28 0.3% 90% False False 1,772
60 93.35 84.98 8.37 9.1% 0.19 0.2% 82% False False 1,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 92.66
1.618 92.35
1.000 92.16
0.618 92.04
HIGH 91.85
0.618 91.73
0.500 91.70
0.382 91.66
LOW 91.54
0.618 91.35
1.000 91.23
1.618 91.04
2.618 90.73
4.250 90.22
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 91.80 91.70
PP 91.75 91.56
S1 91.70 91.41

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

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