NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 100.42 100.62 0.20 0.2% 98.70
High 101.13 101.08 -0.05 0.0% 101.10
Low 100.01 100.04 0.03 0.0% 98.70
Close 100.77 100.63 -0.14 -0.1% 100.48
Range 1.12 1.04 -0.08 -7.1% 2.40
ATR 1.25 1.24 -0.02 -1.2% 0.00
Volume 40,297 48,952 8,655 21.5% 211,893
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.70 103.21 101.20
R3 102.66 102.17 100.92
R2 101.62 101.62 100.82
R1 101.13 101.13 100.73 101.38
PP 100.58 100.58 100.58 100.71
S1 100.09 100.09 100.53 100.34
S2 99.54 99.54 100.44
S3 98.50 99.05 100.34
S4 97.46 98.01 100.06
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 99.59 2.18 2.2% 1.23 1.2% 48% False False 41,639
10 101.77 97.51 4.26 4.2% 1.21 1.2% 73% False False 48,765
20 101.77 93.73 8.04 8.0% 1.22 1.2% 86% False False 49,045
40 101.77 90.97 10.80 10.7% 1.29 1.3% 89% False False 46,807
60 101.77 90.97 10.80 10.7% 1.18 1.2% 89% False False 42,394
80 101.77 90.97 10.80 10.7% 1.20 1.2% 89% False False 40,393
100 101.77 90.97 10.80 10.7% 1.21 1.2% 89% False False 38,655
120 101.77 90.97 10.80 10.7% 1.24 1.2% 89% False False 35,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.50
2.618 103.80
1.618 102.76
1.000 102.12
0.618 101.72
HIGH 101.08
0.618 100.68
0.500 100.56
0.382 100.44
LOW 100.04
0.618 99.40
1.000 99.00
1.618 98.36
2.618 97.32
4.250 95.62
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 100.61 100.54
PP 100.58 100.45
S1 100.56 100.36

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

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