NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 100.62 100.38 -0.24 -0.2% 100.61
High 101.08 101.19 0.11 0.1% 101.77
Low 100.04 100.15 0.11 0.1% 99.59
Close 100.63 100.95 0.32 0.3% 100.95
Range 1.04 1.04 0.00 0.0% 2.18
ATR 1.24 1.22 -0.01 -1.1% 0.00
Volume 48,952 55,564 6,612 13.5% 225,151
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.88 103.46 101.52
R3 102.84 102.42 101.24
R2 101.80 101.80 101.14
R1 101.38 101.38 101.05 101.59
PP 100.76 100.76 100.76 100.87
S1 100.34 100.34 100.85 100.55
S2 99.72 99.72 100.76
S3 98.68 99.30 100.66
S4 97.64 98.26 100.38
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.31 106.31 102.15
R3 105.13 104.13 101.55
R2 102.95 102.95 101.35
R1 101.95 101.95 101.15 102.45
PP 100.77 100.77 100.77 101.02
S1 99.77 99.77 100.75 100.27
S2 98.59 98.59 100.55
S3 96.41 97.59 100.35
S4 94.23 95.41 99.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 99.59 2.18 2.2% 1.22 1.2% 62% False False 45,030
10 101.77 97.87 3.90 3.9% 1.19 1.2% 79% False False 48,291
20 101.77 93.73 8.04 8.0% 1.22 1.2% 90% False False 49,767
40 101.77 90.97 10.80 10.7% 1.29 1.3% 92% False False 47,574
60 101.77 90.97 10.80 10.7% 1.18 1.2% 92% False False 43,109
80 101.77 90.97 10.80 10.7% 1.19 1.2% 92% False False 40,502
100 101.77 90.97 10.80 10.7% 1.22 1.2% 92% False False 39,006
120 101.77 90.97 10.80 10.7% 1.24 1.2% 92% False False 36,034
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Fibonacci Retracements and Extensions
4.250 105.61
2.618 103.91
1.618 102.87
1.000 102.23
0.618 101.83
HIGH 101.19
0.618 100.79
0.500 100.67
0.382 100.55
LOW 100.15
0.618 99.51
1.000 99.11
1.618 98.47
2.618 97.43
4.250 95.73
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 100.86 100.83
PP 100.76 100.72
S1 100.67 100.60

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

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