NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 101.67 101.75 0.08 0.1% 102.10
High 101.99 102.39 0.40 0.4% 102.94
Low 100.93 101.60 0.67 0.7% 100.93
Close 101.81 101.94 0.13 0.1% 101.94
Range 1.06 0.79 -0.27 -25.5% 2.01
ATR 1.10 1.08 -0.02 -2.0% 0.00
Volume 71,112 63,650 -7,462 -10.5% 309,516
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.35 103.93 102.37
R3 103.56 103.14 102.16
R2 102.77 102.77 102.08
R1 102.35 102.35 102.01 102.56
PP 101.98 101.98 101.98 102.08
S1 101.56 101.56 101.87 101.77
S2 101.19 101.19 101.80
S3 100.40 100.77 101.72
S4 99.61 99.98 101.51
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.97 106.96 103.05
R3 105.96 104.95 102.49
R2 103.95 103.95 102.31
R1 102.94 102.94 102.12 102.44
PP 101.94 101.94 101.94 101.69
S1 100.93 100.93 101.76 100.43
S2 99.93 99.93 101.57
S3 97.92 98.92 101.39
S4 95.91 96.91 100.83
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% 0.99 1.0% 50% False False 61,903
10 103.58 100.93 2.65 2.6% 1.05 1.0% 38% False False 63,277
20 103.58 98.15 5.43 5.3% 1.04 1.0% 70% False False 57,559
40 103.58 97.30 6.28 6.2% 1.06 1.0% 74% False False 44,954
60 103.58 95.06 8.52 8.4% 1.10 1.1% 81% False False 36,046
80 103.58 95.06 8.52 8.4% 1.11 1.1% 81% False False 30,390
100 103.58 90.20 13.38 13.1% 1.07 1.1% 88% False False 25,738
120 103.58 89.73 13.85 13.6% 1.03 1.0% 88% False False 22,284
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 3 trading days
Fibonacci Retracements and Extensions
4.250 105.75
2.618 104.46
1.618 103.67
1.000 103.18
0.618 102.88
HIGH 102.39
0.618 102.09
0.500 102.00
0.382 101.90
LOW 101.60
0.618 101.11
1.000 100.81
1.618 100.32
2.618 99.53
4.250 98.24
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 102.00 101.94
PP 101.98 101.94
S1 101.96 101.94

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

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