NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 92.95 93.05 0.10 0.1% 98.14
High 93.42 93.24 -0.18 -0.2% 98.50
Low 92.78 91.64 -1.14 -1.2% 93.10
Close 92.84 91.71 -1.13 -1.2% 93.24
Range 0.64 1.60 0.96 150.0% 5.40
ATR 1.16 1.19 0.03 2.7% 0.00
Volume 36,699 47,841 11,142 30.4% 112,274
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.00 95.95 92.59
R3 95.40 94.35 92.15
R2 93.80 93.80 92.00
R1 92.75 92.75 91.86 92.48
PP 92.20 92.20 92.20 92.06
S1 91.15 91.15 91.56 90.88
S2 90.60 90.60 91.42
S3 89.00 89.55 91.27
S4 87.40 87.95 90.83
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 97.74 91.64 6.10 6.7% 1.67 1.8% 1% False True 38,105
10 98.60 91.64 6.96 7.6% 1.28 1.4% 1% False True 28,463
20 98.60 91.64 6.96 7.6% 1.11 1.2% 1% False True 31,018
40 98.60 91.64 6.96 7.6% 1.17 1.3% 1% False True 33,856
60 99.46 91.64 7.82 8.5% 1.18 1.3% 1% False True 34,463
80 99.46 91.64 7.82 8.5% 1.24 1.4% 1% False True 31,364
100 100.65 91.64 9.01 9.8% 1.24 1.4% 1% False True 29,297
120 100.65 91.64 9.01 9.8% 1.23 1.3% 1% False True 27,271
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.04
2.618 97.43
1.618 95.83
1.000 94.84
0.618 94.23
HIGH 93.24
0.618 92.63
0.500 92.44
0.382 92.25
LOW 91.64
0.618 90.65
1.000 90.04
1.618 89.05
2.618 87.45
4.250 84.84
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 92.44 92.71
PP 92.20 92.38
S1 91.95 92.04

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

View Archives - Comment on this page... - Back to Index of Symbols