NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 101.73 102.05 0.32 0.3% 103.33
High 102.13 102.94 0.81 0.8% 103.58
Low 101.53 101.63 0.10 0.1% 101.63
Close 101.97 101.93 -0.04 0.0% 101.98
Range 0.60 1.31 0.71 118.3% 1.95
ATR 1.09 1.11 0.02 1.4% 0.00
Volume 60,928 57,210 -3,718 -6.1% 263,899
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.10 105.32 102.65
R3 104.79 104.01 102.29
R2 103.48 103.48 102.17
R1 102.70 102.70 102.05 102.44
PP 102.17 102.17 102.17 102.03
S1 101.39 101.39 101.81 101.13
S2 100.86 100.86 101.69
S3 99.55 100.08 101.57
S4 98.24 98.77 101.21
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 108.25 107.06 103.05
R3 106.30 105.11 102.52
R2 104.35 104.35 102.34
R1 103.16 103.16 102.16 102.78
PP 102.40 102.40 102.40 102.21
S1 101.21 101.21 101.80 100.83
S2 100.45 100.45 101.62
S3 98.50 99.26 101.44
S4 96.55 97.31 100.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.11 101.41 1.70 1.7% 1.09 1.1% 31% False False 67,519
10 103.58 101.41 2.17 2.1% 1.07 1.0% 24% False False 65,552
20 103.58 97.92 5.66 5.6% 1.05 1.0% 71% False False 55,721
40 103.58 97.30 6.28 6.2% 1.08 1.1% 74% False False 43,298
60 103.58 95.06 8.52 8.4% 1.12 1.1% 81% False False 34,597
80 103.58 95.06 8.52 8.4% 1.10 1.1% 81% False False 28,922
100 103.58 89.74 13.84 13.6% 1.07 1.1% 88% False False 24,594
120 103.58 89.73 13.85 13.6% 1.03 1.0% 88% False False 21,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 108.51
2.618 106.37
1.618 105.06
1.000 104.25
0.618 103.75
HIGH 102.94
0.618 102.44
0.500 102.29
0.382 102.13
LOW 101.63
0.618 100.82
1.000 100.32
1.618 99.51
2.618 98.20
4.250 96.06
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 102.29 102.18
PP 102.17 102.09
S1 102.05 102.01

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

View Archives - Comment on this page... - Back to Index of Symbols