NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 93.36 92.95 -0.41 -0.4% 98.14
High 93.78 93.42 -0.36 -0.4% 98.50
Low 92.67 92.78 0.11 0.1% 93.10
Close 92.84 92.84 0.00 0.0% 93.24
Range 1.11 0.64 -0.47 -42.3% 5.40
ATR 1.20 1.16 -0.04 -3.3% 0.00
Volume 42,829 36,699 -6,130 -14.3% 112,274
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.93 94.53 93.19
R3 94.29 93.89 93.02
R2 93.65 93.65 92.96
R1 93.25 93.25 92.90 93.13
PP 93.01 93.01 93.01 92.96
S1 92.61 92.61 92.78 92.49
S2 92.37 92.37 92.72
S3 91.73 91.97 92.66
S4 91.09 91.33 92.49
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 111.15 107.59 96.21
R3 105.75 102.19 94.73
R2 100.35 100.35 94.23
R1 96.79 96.79 93.74 95.87
PP 94.95 94.95 94.95 94.49
S1 91.39 91.39 92.75 90.47
S2 89.55 89.55 92.25
S3 84.15 85.99 91.76
S4 78.75 80.59 90.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.94 92.67 5.27 5.7% 1.56 1.7% 3% False False 33,514
10 98.60 92.67 5.93 6.4% 1.16 1.3% 3% False False 26,706
20 98.60 92.67 5.93 6.4% 1.07 1.2% 3% False False 30,279
40 98.60 92.21 6.39 6.9% 1.15 1.2% 10% False False 33,526
60 99.46 92.21 7.25 7.8% 1.18 1.3% 9% False False 34,210
80 99.46 92.21 7.25 7.8% 1.23 1.3% 9% False False 30,986
100 100.65 92.21 8.44 9.1% 1.23 1.3% 7% False False 28,963
120 100.65 92.21 8.44 9.1% 1.22 1.3% 7% False False 27,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.14
2.618 95.10
1.618 94.46
1.000 94.06
0.618 93.82
HIGH 93.42
0.618 93.18
0.500 93.10
0.382 93.02
LOW 92.78
0.618 92.38
1.000 92.14
1.618 91.74
2.618 91.10
4.250 90.06
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 93.10 93.79
PP 93.01 93.47
S1 92.93 93.16

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

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