NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 104.20 104.51 0.31 0.3% 103.84
High 104.68 105.52 0.84 0.8% 104.92
Low 103.48 103.88 0.40 0.4% 103.45
Close 104.35 104.73 0.38 0.4% 104.90
Range 1.20 1.64 0.44 36.7% 1.47
ATR 1.05 1.09 0.04 4.1% 0.00
Volume 25,542 31,561 6,019 23.6% 193,991
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.63 108.82 105.63
R3 107.99 107.18 105.18
R2 106.35 106.35 105.03
R1 105.54 105.54 104.88 105.95
PP 104.71 104.71 104.71 104.91
S1 103.90 103.90 104.58 104.31
S2 103.07 103.07 104.43
S3 101.43 102.26 104.28
S4 99.79 100.62 103.83
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.83 108.34 105.71
R3 107.36 106.87 105.30
R2 105.89 105.89 105.17
R1 105.40 105.40 105.03 105.65
PP 104.42 104.42 104.42 104.55
S1 103.93 103.93 104.77 104.18
S2 102.95 102.95 104.63
S3 101.48 102.46 104.50
S4 100.01 100.99 104.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 103.48 2.07 2.0% 1.23 1.2% 60% False False 36,064
10 105.55 101.90 3.65 3.5% 1.20 1.1% 78% False False 36,963
20 105.55 99.14 6.41 6.1% 1.06 1.0% 87% False False 29,775
40 105.55 95.59 9.96 9.5% 0.98 0.9% 92% False False 22,946
60 105.55 94.61 10.94 10.4% 0.98 0.9% 93% False False 18,559
80 105.55 93.72 11.83 11.3% 0.95 0.9% 93% False False 15,714
100 105.55 90.54 15.01 14.3% 0.91 0.9% 95% False False 13,390
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 0.34
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 112.49
2.618 109.81
1.618 108.17
1.000 107.16
0.618 106.53
HIGH 105.52
0.618 104.89
0.500 104.70
0.382 104.51
LOW 103.88
0.618 102.87
1.000 102.24
1.618 101.23
2.618 99.59
4.250 96.91
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 104.72 104.66
PP 104.71 104.59
S1 104.70 104.52

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

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