NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 102.91 103.00 0.09 0.1% 99.08
High 103.44 103.21 -0.23 -0.2% 103.59
Low 102.39 102.64 0.25 0.2% 99.08
Close 102.80 102.82 0.02 0.0% 102.60
Range 1.05 0.57 -0.48 -45.7% 4.51
ATR 0.96 0.93 -0.03 -2.9% 0.00
Volume 21,677 23,095 1,418 6.5% 120,453
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.60 104.28 103.13
R3 104.03 103.71 102.98
R2 103.46 103.46 102.92
R1 103.14 103.14 102.87 103.02
PP 102.89 102.89 102.89 102.83
S1 102.57 102.57 102.77 102.45
S2 102.32 102.32 102.72
S3 101.75 102.00 102.66
S4 101.18 101.43 102.51
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 115.29 113.45 105.08
R3 110.78 108.94 103.84
R2 106.27 106.27 103.43
R1 104.43 104.43 103.01 105.35
PP 101.76 101.76 101.76 102.22
S1 99.92 99.92 102.19 100.84
S2 97.25 97.25 101.77
S3 92.74 95.41 101.36
S4 88.23 90.90 100.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.59 100.71 2.88 2.8% 1.11 1.1% 73% False False 25,343
10 103.59 98.25 5.34 5.2% 0.99 1.0% 86% False False 21,565
20 103.59 98.25 5.34 5.2% 0.92 0.9% 86% False False 15,968
40 103.59 94.76 8.83 8.6% 0.86 0.8% 91% False False 12,226
60 103.59 93.88 9.71 9.4% 0.83 0.8% 92% False False 9,990
80 103.59 93.00 10.59 10.3% 0.78 0.8% 93% False False 8,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.63
2.618 104.70
1.618 104.13
1.000 103.78
0.618 103.56
HIGH 103.21
0.618 102.99
0.500 102.93
0.382 102.86
LOW 102.64
0.618 102.29
1.000 102.07
1.618 101.72
2.618 101.15
4.250 100.22
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 102.93 102.92
PP 102.89 102.88
S1 102.86 102.85

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

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