NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 101.93 100.49 -1.44 -1.4% 103.70
High 102.05 101.52 -0.53 -0.5% 103.83
Low 100.48 100.33 -0.15 -0.1% 100.48
Close 100.60 100.84 0.24 0.2% 100.60
Range 1.57 1.19 -0.38 -24.2% 3.35
ATR 1.34 1.33 -0.01 -0.8% 0.00
Volume 221,601 231,590 9,989 4.5% 1,184,711
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.47 103.84 101.49
R3 103.28 102.65 101.17
R2 102.09 102.09 101.06
R1 101.46 101.46 100.95 101.78
PP 100.90 100.90 100.90 101.05
S1 100.27 100.27 100.73 100.59
S2 99.71 99.71 100.62
S3 98.52 99.08 100.51
S4 97.33 97.89 100.19
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 111.69 109.49 102.44
R3 108.34 106.14 101.52
R2 104.99 104.99 101.21
R1 102.79 102.79 100.91 102.22
PP 101.64 101.64 101.64 101.35
S1 99.44 99.44 100.29 98.87
S2 98.29 98.29 99.99
S3 94.94 96.09 99.68
S4 91.59 92.74 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.65 100.33 3.32 3.3% 1.35 1.3% 15% False True 245,967
10 104.10 100.33 3.77 3.7% 1.28 1.3% 14% False True 209,888
20 104.10 98.15 5.95 5.9% 1.32 1.3% 45% False False 157,300
40 104.10 96.42 7.68 7.6% 1.42 1.4% 58% False False 119,151
60 104.10 93.73 10.37 10.3% 1.35 1.3% 69% False False 96,023
80 104.10 90.97 13.13 13.0% 1.35 1.3% 75% False False 83,362
100 104.10 90.97 13.13 13.0% 1.27 1.3% 75% False False 73,526
120 104.10 90.97 13.13 13.0% 1.27 1.3% 75% False False 66,719
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.58
2.618 104.64
1.618 103.45
1.000 102.71
0.618 102.26
HIGH 101.52
0.618 101.07
0.500 100.93
0.382 100.78
LOW 100.33
0.618 99.59
1.000 99.14
1.618 98.40
2.618 97.21
4.250 95.27
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 100.93 101.34
PP 100.90 101.17
S1 100.87 101.01

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

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