NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 102.12 101.15 -0.97 -0.9% 103.50
High 102.34 101.34 -1.00 -1.0% 103.66
Low 101.07 100.84 -0.23 -0.2% 101.58
Close 101.54 101.21 -0.33 -0.3% 102.44
Range 1.27 0.50 -0.77 -60.6% 2.08
ATR 1.05 1.02 -0.02 -2.4% 0.00
Volume 55,407 55,539 132 0.2% 257,821
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.63 102.42 101.49
R3 102.13 101.92 101.35
R2 101.63 101.63 101.30
R1 101.42 101.42 101.26 101.53
PP 101.13 101.13 101.13 101.18
S1 100.92 100.92 101.16 101.03
S2 100.63 100.63 101.12
S3 100.13 100.42 101.07
S4 99.63 99.92 100.94
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.80 107.70 103.58
R3 106.72 105.62 103.01
R2 104.64 104.64 102.82
R1 103.54 103.54 102.63 103.05
PP 102.56 102.56 102.56 102.32
S1 101.46 101.46 102.25 100.97
S2 100.48 100.48 102.06
S3 98.40 99.38 101.87
S4 96.32 97.30 101.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.72 100.84 1.88 1.9% 0.88 0.9% 20% False True 48,600
10 103.66 100.84 2.82 2.8% 1.06 1.0% 13% False True 53,844
20 103.66 97.85 5.81 5.7% 1.05 1.0% 58% False False 58,916
40 103.66 94.56 9.10 9.0% 0.96 1.0% 73% False False 49,744
60 103.66 93.98 9.68 9.6% 0.96 1.0% 75% False False 47,193
80 103.66 92.25 11.41 11.3% 0.99 1.0% 79% False False 43,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.23
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 103.47
2.618 102.65
1.618 102.15
1.000 101.84
0.618 101.65
HIGH 101.34
0.618 101.15
0.500 101.09
0.382 101.03
LOW 100.84
0.618 100.53
1.000 100.34
1.618 100.03
2.618 99.53
4.250 98.72
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 101.17 101.78
PP 101.13 101.59
S1 101.09 101.40

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

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