NYMEX Light Sweet Crude Oil Future September 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	104.85	105.02	0.17	0.2%	106.57
High	105.45	105.05	-0.40	-0.4%	106.64
Low	104.64	104.07	-0.57	-0.5%	104.31
Close	105.04	104.73	-0.31	-0.3%	105.04
Range	0.81	0.98	0.17	21.0%	2.33
ATR	1.18	1.17	-0.01	-1.2%	0.00
Volume	55,459	32,902	-22,557	-40.7%	331,468

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.56	107.12	105.27
R3	106.58	106.14	105.00
R2	105.60	105.60	104.91
R1	105.16	105.16	104.82	104.89
PP	104.62	104.62	104.62	104.48
S1	104.18	104.18	104.64	103.91
S2	103.64	103.64	104.55
S3	102.66	103.20	104.46
S4	101.68	102.22	104.19

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	112.32	111.01	106.32
R3	109.99	108.68	105.68
R2	107.66	107.66	105.47
R1	106.35	106.35	105.25	105.84
PP	105.33	105.33	105.33	105.08
S1	104.02	104.02	104.83	103.51
S2	103.00	103.00	104.61
S3	100.67	101.69	104.40
S4	98.34	99.36	103.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.64	104.07	2.57	2.5%	1.30	1.2%	26%	False	True	58,707
10	106.64	104.07	2.57	2.5%	1.22	1.2%	26%	False	True	66,750
20	106.64	100.08	6.56	6.3%	1.18	1.1%	71%	False	False	62,308
40	106.64	96.43	10.21	9.7%	1.08	1.0%	81%	False	False	48,292
60	106.64	96.43	10.21	9.7%	1.07	1.0%	81%	False	False	41,720
80	106.64	94.34	12.30	11.7%	1.08	1.0%	84%	False	False	36,129
100	106.64	92.83	13.81	13.2%	1.07	1.0%	86%	False	False	31,825
120	106.64	89.09	17.55	16.8%	1.06	1.0%	89%	False	False	28,486

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.22
2.618	107.62
1.618	106.64
1.000	106.03
0.618	105.66
HIGH	105.05
0.618	104.68
0.500	104.56
0.382	104.44
LOW	104.07
0.618	103.46
1.000	103.09
1.618	102.48
2.618	101.50
4.250	99.91

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	104.67	105.03
PP	104.62	104.93
S1	104.56	104.83

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols