NYMEX Light Sweet Crude Oil Future September 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 101.31 100.64 -0.67 -0.7% 102.28
High 101.98 101.10 -0.88 -0.9% 102.50
Low 100.74 100.08 -0.66 -0.7% 100.67
Close 101.01 100.95 -0.06 -0.1% 101.03
Range 1.24 1.02 -0.22 -17.7% 1.83
ATR 1.04 1.03 0.00 -0.1% 0.00
Volume 34,814 44,706 9,892 28.4% 147,681
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.77 103.38 101.51
R3 102.75 102.36 101.23
R2 101.73 101.73 101.14
R1 101.34 101.34 101.04 101.54
PP 100.71 100.71 100.71 100.81
S1 100.32 100.32 100.86 100.52
S2 99.69 99.69 100.76
S3 98.67 99.30 100.67
S4 97.65 98.28 100.39
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 106.89 105.79 102.04
R3 105.06 103.96 101.53
R2 103.23 103.23 101.37
R1 102.13 102.13 101.20 101.77
PP 101.40 101.40 101.40 101.22
S1 100.30 100.30 100.86 99.94
S2 99.57 99.57 100.69
S3 97.74 98.47 100.53
S4 95.91 96.64 100.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.98 100.08 1.90 1.9% 1.00 1.0% 46% False True 36,978
10 102.50 100.08 2.42 2.4% 0.96 1.0% 36% False True 39,010
20 102.50 97.26 5.24 5.2% 0.97 1.0% 70% False False 36,963
40 102.50 96.43 6.07 6.0% 0.99 1.0% 74% False False 32,825
60 102.50 94.34 8.16 8.1% 1.03 1.0% 81% False False 28,474
80 102.50 94.34 8.16 8.1% 1.03 1.0% 81% False False 25,257
100 102.50 89.09 13.41 13.3% 1.03 1.0% 88% False False 22,492
120 102.50 89.09 13.41 13.3% 1.01 1.0% 88% False False 20,195
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.44
2.618 103.77
1.618 102.75
1.000 102.12
0.618 101.73
HIGH 101.10
0.618 100.71
0.500 100.59
0.382 100.47
LOW 100.08
0.618 99.45
1.000 99.06
1.618 98.43
2.618 97.41
4.250 95.75
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 100.83 101.03
PP 100.71 101.00
S1 100.59 100.98

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

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