NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 106.59 106.60 0.01 0.0% 102.78
High 107.18 106.97 -0.21 -0.2% 107.68
Low 106.01 105.80 -0.21 -0.2% 102.62
Close 106.36 105.97 -0.39 -0.4% 106.91
Range 1.17 1.17 0.00 0.0% 5.06
ATR 1.24 1.23 0.00 -0.4% 0.00
Volume 252,969 176,257 -76,712 -30.3% 1,266,939
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.76 109.03 106.61
R3 108.59 107.86 106.29
R2 107.42 107.42 106.18
R1 106.69 106.69 106.08 106.47
PP 106.25 106.25 106.25 106.14
S1 105.52 105.52 105.86 105.30
S2 105.08 105.08 105.76
S3 103.91 104.35 105.65
S4 102.74 103.18 105.33
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 120.92 118.97 109.69
R3 115.86 113.91 108.30
R2 110.80 110.80 107.84
R1 108.85 108.85 107.37 109.83
PP 105.74 105.74 105.74 106.22
S1 103.79 103.79 106.45 104.77
S2 100.68 100.68 105.98
S3 95.62 98.73 105.52
S4 90.56 93.67 104.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.68 104.35 3.33 3.1% 1.44 1.4% 49% False False 242,182
10 107.68 101.60 6.08 5.7% 1.28 1.2% 72% False False 229,911
20 107.68 101.60 6.08 5.7% 1.21 1.1% 72% False False 210,376
40 107.68 98.10 9.58 9.0% 1.17 1.1% 82% False False 161,260
60 107.68 97.28 10.40 9.8% 1.20 1.1% 84% False False 121,689
80 107.68 95.73 11.95 11.3% 1.24 1.2% 86% False False 98,992
100 107.68 92.85 14.83 14.0% 1.21 1.1% 88% False False 82,512
120 107.68 90.40 17.28 16.3% 1.19 1.1% 90% False False 70,750
Crabel Price Patterns
NR False
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 0.31
Fibonacci Retracements and Extensions
4.250 111.94
2.618 110.03
1.618 108.86
1.000 108.14
0.618 107.69
HIGH 106.97
0.618 106.52
0.500 106.39
0.382 106.25
LOW 105.80
0.618 105.08
1.000 104.63
1.618 103.91
2.618 102.74
4.250 100.83
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 106.39 106.67
PP 106.25 106.44
S1 106.11 106.20

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

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