NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 98.40 98.70 0.30 0.3% 97.89
High 98.87 100.62 1.75 1.8% 99.04
Low 97.87 98.70 0.83 0.8% 97.19
Close 98.73 100.30 1.57 1.6% 98.73
Range 1.00 1.92 0.92 92.0% 1.85
ATR 1.23 1.28 0.05 4.0% 0.00
Volume 45,869 41,588 -4,281 -9.3% 282,920
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.63 104.89 101.36
R3 103.71 102.97 100.83
R2 101.79 101.79 100.65
R1 101.05 101.05 100.48 101.42
PP 99.87 99.87 99.87 100.06
S1 99.13 99.13 100.12 99.50
S2 97.95 97.95 99.95
S3 96.03 97.21 99.77
S4 94.11 95.29 99.24
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.87 103.15 99.75
R3 102.02 101.30 99.24
R2 100.17 100.17 99.07
R1 99.45 99.45 98.90 99.81
PP 98.32 98.32 98.32 98.50
S1 97.60 97.60 98.56 97.96
S2 96.47 96.47 98.39
S3 94.62 95.75 98.22
S4 92.77 93.90 97.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.62 97.51 3.11 3.1% 1.16 1.2% 90% True False 53,250
10 100.62 93.86 6.76 6.7% 1.30 1.3% 95% True False 50,297
20 100.62 92.68 7.94 7.9% 1.27 1.3% 96% True False 48,093
40 100.62 90.97 9.65 9.6% 1.23 1.2% 97% True False 42,833
60 100.62 90.97 9.65 9.6% 1.20 1.2% 97% True False 40,332
80 100.62 90.97 9.65 9.6% 1.20 1.2% 97% True False 39,503
100 100.62 90.97 9.65 9.6% 1.22 1.2% 97% True False 36,726
120 100.65 90.97 9.68 9.7% 1.27 1.3% 96% False False 34,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.78
2.618 105.65
1.618 103.73
1.000 102.54
0.618 101.81
HIGH 100.62
0.618 99.89
0.500 99.66
0.382 99.43
LOW 98.70
0.618 97.51
1.000 96.78
1.618 95.59
2.618 93.67
4.250 90.54
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 100.09 99.89
PP 99.87 99.48
S1 99.66 99.07

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

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