NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 101.33 102.88 1.55 1.5% 100.61
High 103.45 103.13 -0.32 -0.3% 101.77
Low 101.33 101.28 -0.05 0.0% 99.59
Close 103.16 101.71 -1.45 -1.4% 100.95
Range 2.12 1.85 -0.27 -12.7% 2.18
ATR 1.31 1.35 0.04 3.1% 0.00
Volume 39,939 103,281 63,342 158.6% 225,151
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.59 106.50 102.73
R3 105.74 104.65 102.22
R2 103.89 103.89 102.05
R1 102.80 102.80 101.88 102.42
PP 102.04 102.04 102.04 101.85
S1 100.95 100.95 101.54 100.57
S2 100.19 100.19 101.37
S3 98.34 99.10 101.20
S4 96.49 97.25 100.69
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
5 103.45 100.01 3.44 3.4% 1.43 1.4% 49% False False 57,606
10 103.45 99.59 3.86 3.8% 1.30 1.3% 55% False False 53,867
20 103.45 93.86 9.59 9.4% 1.30 1.3% 82% False False 52,082
40 103.45 90.97 12.48 12.3% 1.26 1.2% 86% False False 49,575
60 103.45 90.97 12.48 12.3% 1.19 1.2% 86% False False 43,742
80 103.45 90.97 12.48 12.3% 1.21 1.2% 86% False False 41,462
100 103.45 90.97 12.48 12.3% 1.23 1.2% 86% False False 40,005
120 103.45 90.97 12.48 12.3% 1.24 1.2% 86% False False 36,848
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.99
2.618 107.97
1.618 106.12
1.000 104.98
0.618 104.27
HIGH 103.13
0.618 102.42
0.500 102.21
0.382 101.99
LOW 101.28
0.618 100.14
1.000 99.43
1.618 98.29
2.618 96.44
4.250 93.42
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 102.21 101.80
PP 102.04 101.77
S1 101.88 101.74

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

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