NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 104.30 104.47 0.17 0.2% 102.92
High 104.81 106.95 2.14 2.0% 103.69
Low 104.17 104.35 0.18 0.2% 101.60
Close 104.40 106.53 2.13 2.0% 102.66
Range 0.64 2.60 1.96 306.3% 2.09
ATR 1.15 1.26 0.10 8.9% 0.00
Volume 187,728 321,499 133,771 71.3% 925,950
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.74 112.74 107.96
R3 111.14 110.14 107.25
R2 108.54 108.54 107.01
R1 107.54 107.54 106.77 108.04
PP 105.94 105.94 105.94 106.20
S1 104.94 104.94 106.29 105.44
S2 103.34 103.34 106.05
S3 100.74 102.34 105.82
S4 98.14 99.74 105.10
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.92 107.88 103.81
R3 106.83 105.79 103.23
R2 104.74 104.74 103.04
R1 103.70 103.70 102.85 103.18
PP 102.65 102.65 102.65 102.39
S1 101.61 101.61 102.47 101.09
S2 100.56 100.56 102.28
S3 98.47 99.52 102.09
S4 96.38 97.43 101.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.95 102.30 4.65 4.4% 1.41 1.3% 91% True False 241,860
10 106.95 101.60 5.35 5.0% 1.25 1.2% 92% True False 210,722
20 106.95 100.82 6.13 5.8% 1.18 1.1% 93% True False 206,887
40 106.95 98.10 8.85 8.3% 1.19 1.1% 95% True False 143,751
60 106.95 96.37 10.58 9.9% 1.20 1.1% 96% True False 109,353
80 106.95 95.73 11.22 10.5% 1.23 1.2% 96% True False 88,963
100 106.95 92.12 14.83 13.9% 1.21 1.1% 97% True False 74,145
120 106.95 90.40 16.55 15.5% 1.17 1.1% 97% True False 63,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 118.00
2.618 113.76
1.618 111.16
1.000 109.55
0.618 108.56
HIGH 106.95
0.618 105.96
0.500 105.65
0.382 105.34
LOW 104.35
0.618 102.74
1.000 101.75
1.618 100.14
2.618 97.54
4.250 93.30
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 106.24 106.18
PP 105.94 105.82
S1 105.65 105.47

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

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