NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 103.48 103.74 0.26 0.3% 102.10
High 103.99 106.20 2.21 2.1% 102.94
Low 103.41 103.59 0.18 0.2% 100.93
Close 103.62 105.78 2.16 2.1% 101.94
Range 0.58 2.61 2.03 350.0% 2.01
ATR 1.09 1.20 0.11 9.9% 0.00
Volume 93,222 160,583 67,361 72.3% 309,516
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.02 112.01 107.22
R3 110.41 109.40 106.50
R2 107.80 107.80 106.26
R1 106.79 106.79 106.02 107.30
PP 105.19 105.19 105.19 105.44
S1 104.18 104.18 105.54 104.69
S2 102.58 102.58 105.30
S3 99.97 101.57 105.06
S4 97.36 98.96 104.34
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
5 106.20 101.60 4.60 4.3% 1.38 1.3% 91% True False 113,695
10 106.20 100.93 5.27 5.0% 1.22 1.1% 92% True False 87,895
20 106.20 100.04 6.16 5.8% 1.11 1.1% 93% True False 74,587
40 106.20 97.30 8.90 8.4% 1.12 1.1% 95% True False 54,674
60 106.20 95.50 10.70 10.1% 1.13 1.1% 96% True False 42,980
80 106.20 95.06 11.14 10.5% 1.13 1.1% 96% True False 36,282
100 106.20 91.27 14.93 14.1% 1.10 1.0% 97% True False 30,439
120 106.20 89.73 16.47 15.6% 1.06 1.0% 97% True False 26,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 117.29
2.618 113.03
1.618 110.42
1.000 108.81
0.618 107.81
HIGH 106.20
0.618 105.20
0.500 104.90
0.382 104.59
LOW 103.59
0.618 101.98
1.000 100.98
1.618 99.37
2.618 96.76
4.250 92.50
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 105.49 105.41
PP 105.19 105.03
S1 104.90 104.66

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

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