NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 105.64 105.69 0.05 0.0% 107.42
High 106.19 105.76 -0.43 -0.4% 107.50
Low 105.33 104.66 -0.67 -0.6% 105.03
Close 105.74 105.37 -0.37 -0.3% 105.74
Range 0.86 1.10 0.24 27.9% 2.47
ATR 1.27 1.25 -0.01 -0.9% 0.00
Volume 128,975 215,334 86,359 67.0% 924,441
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.56 108.07 105.98
R3 107.46 106.97 105.67
R2 106.36 106.36 105.57
R1 105.87 105.87 105.47 105.57
PP 105.26 105.26 105.26 105.11
S1 104.77 104.77 105.27 104.47
S2 104.16 104.16 105.17
S3 103.06 103.67 105.07
S4 101.96 102.57 104.77
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.50 112.09 107.10
R3 111.03 109.62 106.42
R2 108.56 108.56 106.19
R1 107.15 107.15 105.97 106.62
PP 106.09 106.09 106.09 105.83
S1 104.68 104.68 105.51 104.15
S2 103.62 103.62 105.29
S3 101.15 102.21 105.06
S4 98.68 99.74 104.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.50 104.66 2.84 2.7% 1.40 1.3% 25% False True 192,860
10 107.50 104.66 2.84 2.7% 1.33 1.3% 25% False True 210,379
20 107.50 100.93 6.57 6.2% 1.26 1.2% 68% False False 157,329
40 107.50 97.30 10.20 9.7% 1.16 1.1% 79% False False 105,140
60 107.50 97.30 10.20 9.7% 1.15 1.1% 79% False False 79,874
80 107.50 95.06 12.44 11.8% 1.16 1.1% 83% False False 64,275
100 107.50 93.68 13.82 13.1% 1.14 1.1% 85% False False 53,562
120 107.50 89.73 17.77 16.9% 1.11 1.1% 88% False False 45,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.44
2.618 108.64
1.618 107.54
1.000 106.86
0.618 106.44
HIGH 105.76
0.618 105.34
0.500 105.21
0.382 105.08
LOW 104.66
0.618 103.98
1.000 103.56
1.618 102.88
2.618 101.78
4.250 99.99
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 105.32 105.74
PP 105.26 105.61
S1 105.21 105.49

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

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