NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 97.94 97.42 -0.52 -0.5% 96.97
High 97.94 97.74 -0.20 -0.2% 98.60
Low 96.91 94.54 -2.37 -2.4% 96.54
Close 97.28 94.63 -2.65 -2.7% 98.19
Range 1.03 3.20 2.17 210.7% 2.06
ATR 1.01 1.16 0.16 15.5% 0.00
Volume 24,885 21,200 -3,685 -14.8% 75,267
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.24 103.13 96.39
R3 102.04 99.93 95.51
R2 98.84 98.84 95.22
R1 96.73 96.73 94.92 96.19
PP 95.64 95.64 95.64 95.36
S1 93.53 93.53 94.34 92.99
S2 92.44 92.44 94.04
S3 89.24 90.33 93.75
S4 86.04 87.13 92.87
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 103.96 103.13 99.32
R3 101.90 101.07 98.76
R2 99.84 99.84 98.57
R1 99.01 99.01 98.38 99.43
PP 97.78 97.78 97.78 97.98
S1 96.95 96.95 98.00 97.37
S2 95.72 95.72 97.81
S3 93.66 94.89 97.62
S4 91.60 92.83 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 94.54 4.06 4.3% 1.34 1.4% 2% False True 18,845
10 98.60 94.54 4.06 4.3% 1.08 1.1% 2% False True 25,123
20 98.60 94.54 4.06 4.3% 1.02 1.1% 2% False True 33,534
40 98.60 92.21 6.39 6.8% 1.15 1.2% 38% False False 32,976
60 99.46 92.21 7.25 7.7% 1.19 1.3% 33% False False 33,379
80 99.46 92.21 7.25 7.7% 1.24 1.3% 33% False False 30,224
100 100.65 92.21 8.44 8.9% 1.23 1.3% 29% False False 28,249
120 100.65 92.21 8.44 8.9% 1.21 1.3% 29% False False 26,628
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 0.15
Widest range in 231 trading days
Fibonacci Retracements and Extensions
4.250 111.34
2.618 106.12
1.618 102.92
1.000 100.94
0.618 99.72
HIGH 97.74
0.618 96.52
0.500 96.14
0.382 95.76
LOW 94.54
0.618 92.56
1.000 91.34
1.618 89.36
2.618 86.16
4.250 80.94
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 96.14 96.52
PP 95.64 95.89
S1 95.13 95.26

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

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