NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 99.89 100.05 0.16 0.2% 100.17
High 100.46 101.56 1.10 1.1% 100.92
Low 99.73 100.03 0.30 0.3% 99.14
Close 100.07 101.51 1.44 1.4% 100.07
Range 0.73 1.53 0.80 109.6% 1.78
ATR 0.93 0.97 0.04 4.6% 0.00
Volume 18,587 18,962 375 2.0% 98,128
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.62 105.10 102.35
R3 104.09 103.57 101.93
R2 102.56 102.56 101.79
R1 102.04 102.04 101.65 102.30
PP 101.03 101.03 101.03 101.17
S1 100.51 100.51 101.37 100.77
S2 99.50 99.50 101.23
S3 97.97 98.98 101.09
S4 96.44 97.45 100.67
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
5 101.56 99.14 2.42 2.4% 0.98 1.0% 98% True False 20,021
10 101.56 99.14 2.42 2.4% 0.97 1.0% 98% True False 17,851
20 101.56 96.53 5.03 5.0% 0.90 0.9% 99% True False 18,443
40 101.56 95.59 5.97 5.9% 0.91 0.9% 99% True False 15,000
60 101.56 93.72 7.84 7.7% 0.92 0.9% 99% True False 12,483
80 101.56 93.72 7.84 7.7% 0.90 0.9% 99% True False 10,884
100 101.56 89.14 12.42 12.2% 0.85 0.8% 100% True False 9,284
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 0.24
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 108.06
2.618 105.57
1.618 104.04
1.000 103.09
0.618 102.51
HIGH 101.56
0.618 100.98
0.500 100.80
0.382 100.61
LOW 100.03
0.618 99.08
1.000 98.50
1.618 97.55
2.618 96.02
4.250 93.53
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 101.27 101.12
PP 101.03 100.74
S1 100.80 100.35

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

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