NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 100.27 100.06 -0.21 -0.2% 100.99
High 100.64 101.95 1.31 1.3% 101.17
Low 99.29 100.01 0.72 0.7% 98.15
Close 99.78 101.81 2.03 2.0% 100.46
Range 1.35 1.94 0.59 43.7% 3.02
ATR 1.40 1.45 0.06 4.0% 0.00
Volume 82,563 124,261 41,698 50.5% 373,668
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.08 106.38 102.88
R3 105.14 104.44 102.34
R2 103.20 103.20 102.17
R1 102.50 102.50 101.99 102.85
PP 101.26 101.26 101.26 101.43
S1 100.56 100.56 101.63 100.91
S2 99.32 99.32 101.45
S3 97.38 98.62 101.28
S4 95.44 96.68 100.74
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.99 107.74 102.12
R3 105.97 104.72 101.29
R2 102.95 102.95 101.01
R1 101.70 101.70 100.74 100.82
PP 99.93 99.93 99.93 99.48
S1 98.68 98.68 100.18 97.80
S2 96.91 96.91 99.91
S3 93.89 95.66 99.63
S4 90.87 92.64 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.95 98.15 3.80 3.7% 1.39 1.4% 96% True False 92,100
10 101.95 98.15 3.80 3.7% 1.40 1.4% 96% True False 83,721
20 101.95 96.42 5.53 5.4% 1.38 1.4% 97% True False 85,809
40 103.45 96.42 7.03 6.9% 1.39 1.4% 77% False False 71,556
60 103.45 91.00 12.45 12.2% 1.35 1.3% 87% False False 63,298
80 103.45 90.97 12.48 12.3% 1.30 1.3% 87% False False 55,654
100 103.45 90.97 12.48 12.3% 1.27 1.3% 87% False False 52,230
120 103.45 90.97 12.48 12.3% 1.27 1.2% 87% False False 49,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.20
2.618 107.03
1.618 105.09
1.000 103.89
0.618 103.15
HIGH 101.95
0.618 101.21
0.500 100.98
0.382 100.75
LOW 100.01
0.618 98.81
1.000 98.07
1.618 96.87
2.618 94.93
4.250 91.77
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 101.53 101.41
PP 101.26 101.02
S1 100.98 100.62

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

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