NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 102.05 101.67 -0.38 -0.4% 103.33
High 102.94 101.99 -0.95 -0.9% 103.58
Low 101.63 100.93 -0.70 -0.7% 101.63
Close 101.93 101.81 -0.12 -0.1% 101.98
Range 1.31 1.06 -0.25 -19.1% 1.95
ATR 1.11 1.10 0.00 -0.3% 0.00
Volume 57,210 71,112 13,902 24.3% 263,899
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.76 104.34 102.39
R3 103.70 103.28 102.10
R2 102.64 102.64 102.00
R1 102.22 102.22 101.91 102.43
PP 101.58 101.58 101.58 101.68
S1 101.16 101.16 101.71 101.37
S2 100.52 100.52 101.62
S3 99.46 100.10 101.52
S4 98.40 99.04 101.23
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
5 102.94 100.93 2.01 2.0% 1.05 1.0% 44% False True 62,095
10 103.58 100.93 2.65 2.6% 1.03 1.0% 33% False True 64,747
20 103.58 98.15 5.43 5.3% 1.05 1.0% 67% False False 56,883
40 103.58 97.30 6.28 6.2% 1.07 1.0% 72% False False 44,298
60 103.58 95.06 8.52 8.4% 1.11 1.1% 79% False False 35,443
80 103.58 95.06 8.52 8.4% 1.10 1.1% 79% False False 29,683
100 103.58 89.74 13.84 13.6% 1.08 1.1% 87% False False 25,196
120 103.58 89.73 13.85 13.6% 1.03 1.0% 87% False False 21,817
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.50
2.618 104.77
1.618 103.71
1.000 103.05
0.618 102.65
HIGH 101.99
0.618 101.59
0.500 101.46
0.382 101.33
LOW 100.93
0.618 100.27
1.000 99.87
1.618 99.21
2.618 98.15
4.250 96.43
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 101.69 101.94
PP 101.58 101.89
S1 101.46 101.85

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

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