NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 98.92 98.64 -0.28 -0.3% 98.70
High 99.07 99.82 0.75 0.8% 101.39
Low 98.15 98.39 0.24 0.2% 98.14
Close 98.90 99.63 0.73 0.7% 100.89
Range 0.92 1.43 0.51 55.4% 3.25
ATR 1.40 1.41 0.00 0.1% 0.00
Volume 91,229 85,138 -6,091 -6.7% 374,902
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.57 103.03 100.42
R3 102.14 101.60 100.02
R2 100.71 100.71 99.89
R1 100.17 100.17 99.76 100.44
PP 99.28 99.28 99.28 99.42
S1 98.74 98.74 99.50 99.01
S2 97.85 97.85 99.37
S3 96.42 97.31 99.24
S4 94.99 95.88 98.84
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.89 108.64 102.68
R3 106.64 105.39 101.78
R2 103.39 103.39 101.49
R1 102.14 102.14 101.19 102.77
PP 100.14 100.14 100.14 100.45
S1 98.89 98.89 100.59 99.52
S2 96.89 96.89 100.29
S3 93.64 95.64 100.00
S4 90.39 92.39 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 98.15 3.24 3.3% 1.31 1.3% 46% False False 76,642
10 101.39 97.45 3.94 4.0% 1.39 1.4% 55% False False 76,729
20 101.39 96.42 4.97 5.0% 1.40 1.4% 65% False False 82,112
40 103.45 95.23 8.22 8.3% 1.39 1.4% 54% False False 68,036
60 103.45 90.97 12.48 12.5% 1.34 1.3% 69% False False 61,278
80 103.45 90.97 12.48 12.5% 1.28 1.3% 69% False False 53,528
100 103.45 90.97 12.48 12.5% 1.27 1.3% 69% False False 50,177
120 103.45 90.97 12.48 12.5% 1.26 1.3% 69% False False 47,744
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.90
2.618 103.56
1.618 102.13
1.000 101.25
0.618 100.70
HIGH 99.82
0.618 99.27
0.500 99.11
0.382 98.94
LOW 98.39
0.618 97.51
1.000 96.96
1.618 96.08
2.618 94.65
4.250 92.31
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 99.46 99.58
PP 99.28 99.52
S1 99.11 99.47

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

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