NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 102.05 103.68 1.63 1.6% 102.10
High 103.71 104.23 0.52 0.5% 102.94
Low 101.89 103.12 1.23 1.2% 100.93
Close 103.59 103.49 -0.10 -0.1% 101.94
Range 1.82 1.11 -0.71 -39.0% 2.01
ATR 1.13 1.13 0.00 -0.2% 0.00
Volume 120,090 130,931 10,841 9.0% 309,516
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.94 106.33 104.10
R3 105.83 105.22 103.80
R2 104.72 104.72 103.69
R1 104.11 104.11 103.59 103.86
PP 103.61 103.61 103.61 103.49
S1 103.00 103.00 103.39 102.75
S2 102.50 102.50 103.29
S3 101.39 101.89 103.18
S4 100.28 100.78 102.88
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
5 104.23 100.93 3.30 3.2% 1.22 1.2% 78% True False 88,598
10 104.23 100.93 3.30 3.2% 1.18 1.1% 78% True False 76,852
20 104.23 98.86 5.37 5.2% 1.07 1.0% 86% True False 65,591
40 104.23 97.30 6.93 6.7% 1.09 1.1% 89% True False 49,657
60 104.23 95.06 9.17 8.9% 1.12 1.1% 92% True False 39,163
80 104.23 95.06 9.17 8.9% 1.12 1.1% 92% True False 33,295
100 104.23 91.06 13.17 12.7% 1.09 1.0% 94% True False 28,063
120 104.23 89.73 14.50 14.0% 1.05 1.0% 95% True False 24,300
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.95
2.618 107.14
1.618 106.03
1.000 105.34
0.618 104.92
HIGH 104.23
0.618 103.81
0.500 103.68
0.382 103.54
LOW 103.12
0.618 102.43
1.000 102.01
1.618 101.32
2.618 100.21
4.250 98.40
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 103.68 103.30
PP 103.61 103.11
S1 103.55 102.92

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

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