NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 99.64 100.42 0.78 0.8% 101.33
High 100.61 101.38 0.77 0.8% 103.45
Low 98.93 100.17 1.24 1.3% 98.93
Close 100.14 101.07 0.93 0.9% 101.07
Range 1.68 1.21 -0.47 -28.0% 4.52
ATR 1.45 1.43 -0.01 -1.0% 0.00
Volume 77,418 81,275 3,857 5.0% 355,431
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.50 104.00 101.74
R3 103.29 102.79 101.40
R2 102.08 102.08 101.29
R1 101.58 101.58 101.18 101.83
PP 100.87 100.87 100.87 101.00
S1 100.37 100.37 100.96 100.62
S2 99.66 99.66 100.85
S3 98.45 99.16 100.74
S4 97.24 97.95 100.40
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 114.71 112.41 103.56
R3 110.19 107.89 102.31
R2 105.67 105.67 101.90
R1 103.37 103.37 101.48 102.26
PP 101.15 101.15 101.15 100.60
S1 98.85 98.85 100.66 97.74
S2 96.63 96.63 100.24
S3 92.11 94.33 99.83
S4 87.59 89.81 98.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 98.93 4.52 4.5% 1.86 1.8% 47% False False 71,086
10 103.45 98.93 4.52 4.5% 1.54 1.5% 47% False False 58,058
20 103.45 95.39 8.06 8.0% 1.39 1.4% 70% False False 55,936
40 103.45 90.97 12.48 12.3% 1.31 1.3% 81% False False 51,696
60 103.45 90.97 12.48 12.3% 1.24 1.2% 81% False False 44,804
80 103.45 90.97 12.48 12.3% 1.24 1.2% 81% False False 42,776
100 103.45 90.97 12.48 12.3% 1.23 1.2% 81% False False 41,356
120 103.45 90.97 12.48 12.3% 1.26 1.2% 81% False False 38,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.52
2.618 104.55
1.618 103.34
1.000 102.59
0.618 102.13
HIGH 101.38
0.618 100.92
0.500 100.78
0.382 100.63
LOW 100.17
0.618 99.42
1.000 98.96
1.618 98.21
2.618 97.00
4.250 95.03
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 100.97 100.85
PP 100.87 100.62
S1 100.78 100.40

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

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