NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 104.00 103.85 -0.15 -0.1% 105.20
High 104.46 104.02 -0.44 -0.4% 105.55
Low 103.21 102.68 -0.53 -0.5% 103.39
Close 103.86 103.09 -0.77 -0.7% 104.14
Range 1.25 1.34 0.09 7.2% 2.16
ATR 1.09 1.11 0.02 1.6% 0.00
Volume 40,353 39,111 -1,242 -3.1% 171,011
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.28 106.53 103.83
R3 105.94 105.19 103.46
R2 104.60 104.60 103.34
R1 103.85 103.85 103.21 103.56
PP 103.26 103.26 103.26 103.12
S1 102.51 102.51 102.97 102.22
S2 101.92 101.92 102.84
S3 100.58 101.17 102.72
S4 99.24 99.83 102.35
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 110.84 109.65 105.33
R3 108.68 107.49 104.73
R2 106.52 106.52 104.54
R1 105.33 105.33 104.34 104.85
PP 104.36 104.36 104.36 104.12
S1 103.17 103.17 103.94 102.69
S2 102.20 102.20 103.74
S3 100.04 101.01 103.55
S4 97.88 98.85 102.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.93 102.68 2.25 2.2% 1.15 1.1% 18% False True 34,686
10 105.55 102.68 2.87 2.8% 1.19 1.2% 14% False True 35,375
20 105.55 99.14 6.41 6.2% 1.12 1.1% 62% False False 34,071
40 105.55 96.10 9.45 9.2% 1.00 1.0% 74% False False 25,794
60 105.55 95.59 9.96 9.7% 0.98 1.0% 75% False False 20,857
80 105.55 93.72 11.83 11.5% 0.96 0.9% 79% False False 17,338
100 105.55 93.72 11.83 11.5% 0.93 0.9% 79% False False 14,968
120 105.55 88.69 16.86 16.4% 0.88 0.9% 85% False False 12,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.72
2.618 107.53
1.618 106.19
1.000 105.36
0.618 104.85
HIGH 104.02
0.618 103.51
0.500 103.35
0.382 103.19
LOW 102.68
0.618 101.85
1.000 101.34
1.618 100.51
2.618 99.17
4.250 96.99
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 103.35 103.57
PP 103.26 103.41
S1 103.18 103.25

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.