NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 101.07 100.61 -0.46 -0.5% 98.70
High 101.07 101.77 0.70 0.7% 101.10
Low 99.96 100.30 0.34 0.3% 98.70
Close 100.48 101.17 0.69 0.7% 100.48
Range 1.11 1.47 0.36 32.4% 2.40
ATR 1.22 1.24 0.02 1.5% 0.00
Volume 38,609 44,234 5,625 14.6% 211,893
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.49 104.80 101.98
R3 104.02 103.33 101.57
R2 102.55 102.55 101.44
R1 101.86 101.86 101.30 102.21
PP 101.08 101.08 101.08 101.25
S1 100.39 100.39 101.04 100.74
S2 99.61 99.61 100.90
S3 98.14 98.92 100.77
S4 96.67 97.45 100.36
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.29 106.29 101.80
R3 104.89 103.89 101.14
R2 102.49 102.49 100.92
R1 101.49 101.49 100.70 101.99
PP 100.09 100.09 100.09 100.35
S1 99.09 99.09 100.26 99.59
S2 97.69 97.69 100.04
S3 95.29 96.69 99.82
S4 92.89 94.29 99.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 98.70 3.07 3.0% 1.27 1.3% 80% True False 51,225
10 101.77 97.19 4.58 4.5% 1.13 1.1% 87% True False 53,904
20 101.77 93.67 8.10 8.0% 1.25 1.2% 93% True False 49,199
40 101.77 90.97 10.80 10.7% 1.26 1.2% 94% True False 44,876
60 101.77 90.97 10.80 10.7% 1.19 1.2% 94% True False 41,788
80 101.77 90.97 10.80 10.7% 1.18 1.2% 94% True False 40,122
100 101.77 90.97 10.80 10.7% 1.22 1.2% 94% True False 38,053
120 101.77 90.97 10.80 10.7% 1.24 1.2% 94% True False 35,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.02
2.618 105.62
1.618 104.15
1.000 103.24
0.618 102.68
HIGH 101.77
0.618 101.21
0.500 101.04
0.382 100.86
LOW 100.30
0.618 99.39
1.000 98.83
1.618 97.92
2.618 96.45
4.250 94.05
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 101.13 101.07
PP 101.08 100.97
S1 101.04 100.87

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

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