NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 101.50 101.93 0.43 0.4% 100.17
High 101.92 104.04 2.12 2.1% 100.92
Low 101.46 101.90 0.44 0.4% 99.14
Close 101.66 103.70 2.04 2.0% 100.07
Range 0.46 2.14 1.68 365.2% 1.78
ATR 0.94 1.04 0.10 10.9% 0.00
Volume 35,100 28,939 -6,161 -17.6% 98,128
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.63 108.81 104.88
R3 107.49 106.67 104.29
R2 105.35 105.35 104.09
R1 104.53 104.53 103.90 104.94
PP 103.21 103.21 103.21 103.42
S1 102.39 102.39 103.50 102.80
S2 101.07 101.07 103.31
S3 98.93 100.25 103.11
S4 96.79 98.11 102.52
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
5 104.04 99.73 4.31 4.2% 1.17 1.1% 92% True False 28,055
10 104.04 99.14 4.90 4.7% 1.05 1.0% 93% True False 23,639
20 104.04 98.17 5.87 5.7% 0.94 0.9% 94% True False 20,973
40 104.04 95.59 8.45 8.1% 0.95 0.9% 96% True False 16,939
60 104.04 93.74 10.30 9.9% 0.94 0.9% 97% True False 13,933
80 104.04 93.72 10.32 10.0% 0.91 0.9% 97% True False 12,032
100 104.04 90.39 13.65 13.2% 0.87 0.8% 98% True False 10,232
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 0.22
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 113.14
2.618 109.64
1.618 107.50
1.000 106.18
0.618 105.36
HIGH 104.04
0.618 103.22
0.500 102.97
0.382 102.72
LOW 101.90
0.618 100.58
1.000 99.76
1.618 98.44
2.618 96.30
4.250 92.81
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 103.46 103.31
PP 103.21 102.92
S1 102.97 102.54

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

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