NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 100.06 101.59 1.53 1.5% 100.99
High 101.95 102.82 0.87 0.9% 101.17
Low 100.01 101.26 1.25 1.2% 98.15
Close 101.81 102.65 0.84 0.8% 100.46
Range 1.94 1.56 -0.38 -19.6% 3.02
ATR 1.45 1.46 0.01 0.5% 0.00
Volume 124,261 187,751 63,490 51.1% 373,668
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.92 106.35 103.51
R3 105.36 104.79 103.08
R2 103.80 103.80 102.94
R1 103.23 103.23 102.79 103.52
PP 102.24 102.24 102.24 102.39
S1 101.67 101.67 102.51 101.96
S2 100.68 100.68 102.36
S3 99.12 100.11 102.22
S4 97.56 98.55 101.79
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
5 102.82 98.39 4.43 4.3% 1.52 1.5% 96% True False 111,404
10 102.82 98.15 4.67 4.5% 1.43 1.4% 96% True False 94,938
20 102.82 96.42 6.40 6.2% 1.38 1.3% 97% True False 90,849
40 103.45 96.42 7.03 6.8% 1.41 1.4% 89% False False 74,761
60 103.45 91.17 12.28 12.0% 1.36 1.3% 93% False False 65,519
80 103.45 90.97 12.48 12.2% 1.31 1.3% 94% False False 57,493
100 103.45 90.97 12.48 12.2% 1.28 1.2% 94% False False 53,607
120 103.45 90.97 12.48 12.2% 1.27 1.2% 94% False False 50,749
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.45
2.618 106.90
1.618 105.34
1.000 104.38
0.618 103.78
HIGH 102.82
0.618 102.22
0.500 102.04
0.382 101.86
LOW 101.26
0.618 100.30
1.000 99.70
1.618 98.74
2.618 97.18
4.250 94.63
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 102.45 102.12
PP 102.24 101.59
S1 102.04 101.06

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

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