NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 99.96 99.38 -0.58 -0.6% 100.49
High 100.44 100.42 -0.02 0.0% 102.20
Low 98.91 99.32 0.41 0.4% 98.74
Close 99.48 99.50 0.02 0.0% 99.76
Range 1.53 1.10 -0.43 -28.1% 3.46
ATR 1.35 1.34 -0.02 -1.3% 0.00
Volume 190,002 251,208 61,206 32.2% 1,182,346
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 103.05 102.37 100.11
R3 101.95 101.27 99.80
R2 100.85 100.85 99.70
R1 100.17 100.17 99.60 100.51
PP 99.75 99.75 99.75 99.92
S1 99.07 99.07 99.40 99.41
S2 98.65 98.65 99.30
S3 97.55 97.97 99.20
S4 96.45 96.87 98.90
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 110.61 108.65 101.66
R3 107.15 105.19 100.71
R2 103.69 103.69 100.39
R1 101.73 101.73 100.08 100.98
PP 100.23 100.23 100.23 99.86
S1 98.27 98.27 99.44 97.52
S2 96.77 96.77 99.13
S3 93.31 94.81 98.81
S4 89.85 91.35 97.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.76 98.74 2.02 2.0% 1.23 1.2% 38% False False 234,655
10 102.35 98.74 3.61 3.6% 1.22 1.2% 21% False False 229,808
20 104.10 98.74 5.36 5.4% 1.29 1.3% 14% False False 204,087
40 104.10 96.42 7.68 7.7% 1.34 1.3% 40% False False 143,465
60 104.10 96.42 7.68 7.7% 1.34 1.3% 40% False False 114,633
80 104.10 91.00 13.10 13.2% 1.33 1.3% 65% False False 97,620
100 104.10 90.97 13.13 13.2% 1.29 1.3% 65% False False 84,575
120 104.10 90.97 13.13 13.2% 1.28 1.3% 65% False False 76,673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.10
2.618 103.30
1.618 102.20
1.000 101.52
0.618 101.10
HIGH 100.42
0.618 100.00
0.500 99.87
0.382 99.74
LOW 99.32
0.618 98.64
1.000 98.22
1.618 97.54
2.618 96.44
4.250 94.65
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 99.87 99.68
PP 99.75 99.62
S1 99.62 99.56

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

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