NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 102.98 103.14 0.16 0.2% 104.00
High 103.57 103.25 -0.32 -0.3% 104.44
Low 102.88 102.38 -0.50 -0.5% 102.55
Close 103.26 102.98 -0.28 -0.3% 103.26
Range 0.69 0.87 0.18 26.1% 1.89
ATR 0.98 0.97 -0.01 -0.7% 0.00
Volume 15,294 11,465 -3,829 -25.0% 95,164
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.48 105.10 103.46
R3 104.61 104.23 103.22
R2 103.74 103.74 103.14
R1 103.36 103.36 103.06 103.12
PP 102.87 102.87 102.87 102.75
S1 102.49 102.49 102.90 102.25
S2 102.00 102.00 102.82
S3 101.13 101.62 102.74
S4 100.26 100.75 102.50
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.09 108.06 104.30
R3 107.20 106.17 103.78
R2 105.31 105.31 103.61
R1 104.28 104.28 103.43 103.85
PP 103.42 103.42 103.42 103.20
S1 102.39 102.39 103.09 101.96
S2 101.53 101.53 102.91
S3 99.64 100.50 102.74
S4 97.75 98.61 102.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.44 102.38 2.06 2.0% 1.07 1.0% 29% False True 17,175
10 104.44 102.38 2.06 2.0% 0.98 1.0% 29% False True 20,786
20 104.44 98.25 6.19 6.0% 0.98 1.0% 76% False False 19,986
40 104.44 94.91 9.53 9.3% 0.91 0.9% 85% False False 14,649
60 104.44 94.76 9.68 9.4% 0.87 0.8% 85% False False 12,121
80 104.44 93.00 11.44 11.1% 0.82 0.8% 87% False False 10,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.95
2.618 105.53
1.618 104.66
1.000 104.12
0.618 103.79
HIGH 103.25
0.618 102.92
0.500 102.82
0.382 102.71
LOW 102.38
0.618 101.84
1.000 101.51
1.618 100.97
2.618 100.10
4.250 98.68
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 102.93 103.10
PP 102.87 103.06
S1 102.82 103.02

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

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