NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 99.62 99.89 0.27 0.3% 100.17
High 100.13 100.46 0.33 0.3% 100.92
Low 99.14 99.73 0.59 0.6% 99.14
Close 99.99 100.07 0.08 0.1% 100.07
Range 0.99 0.73 -0.26 -26.3% 1.78
ATR 0.94 0.93 -0.02 -1.6% 0.00
Volume 27,015 18,587 -8,428 -31.2% 98,128
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.28 101.90 100.47
R3 101.55 101.17 100.27
R2 100.82 100.82 100.20
R1 100.44 100.44 100.14 100.63
PP 100.09 100.09 100.09 100.18
S1 99.71 99.71 100.00 99.90
S2 99.36 99.36 99.94
S3 98.63 98.98 99.87
S4 97.90 98.25 99.67
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.51 101.05
R3 103.60 102.73 100.56
R2 101.82 101.82 100.40
R1 100.95 100.95 100.23 100.50
PP 100.04 100.04 100.04 99.82
S1 99.17 99.17 99.91 98.72
S2 98.26 98.26 99.74
S3 96.48 97.39 99.58
S4 94.70 95.61 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.92 99.14 1.78 1.8% 0.88 0.9% 52% False False 19,625
10 101.35 99.14 2.21 2.2% 0.89 0.9% 42% False False 17,703
20 101.35 96.37 4.98 5.0% 0.88 0.9% 74% False False 18,331
40 101.35 95.59 5.76 5.8% 0.89 0.9% 78% False False 14,796
60 101.35 93.72 7.63 7.6% 0.91 0.9% 83% False False 12,341
80 101.35 93.72 7.63 7.6% 0.89 0.9% 83% False False 10,687
100 101.35 88.78 12.57 12.6% 0.84 0.8% 90% False False 9,122
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.56
2.618 102.37
1.618 101.64
1.000 101.19
0.618 100.91
HIGH 100.46
0.618 100.18
0.500 100.10
0.382 100.01
LOW 99.73
0.618 99.28
1.000 99.00
1.618 98.55
2.618 97.82
4.250 96.63
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 100.10 100.06
PP 100.09 100.04
S1 100.08 100.03

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

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