NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 102.88 101.53 -1.35 -1.3% 100.61
High 103.13 101.87 -1.26 -1.2% 101.77
Low 101.28 99.44 -1.84 -1.8% 99.59
Close 101.71 99.99 -1.72 -1.7% 100.95
Range 1.85 2.43 0.58 31.4% 2.18
ATR 1.35 1.43 0.08 5.7% 0.00
Volume 103,281 53,518 -49,763 -48.2% 225,151
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.72 106.29 101.33
R3 105.29 103.86 100.66
R2 102.86 102.86 100.44
R1 101.43 101.43 100.21 100.93
PP 100.43 100.43 100.43 100.19
S1 99.00 99.00 99.77 98.50
S2 98.00 98.00 99.54
S3 95.57 96.57 99.32
S4 93.14 94.14 98.65
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.31 106.31 102.15
R3 105.13 104.13 101.55
R2 102.95 102.95 101.35
R1 101.95 101.95 101.15 102.45
PP 100.77 100.77 100.77 101.02
S1 99.77 99.77 100.75 100.27
S2 98.59 98.59 100.55
S3 96.41 97.59 100.35
S4 94.23 95.41 99.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 99.44 4.01 4.0% 1.70 1.7% 14% False True 60,250
10 103.45 99.44 4.01 4.0% 1.44 1.4% 14% False True 52,973
20 103.45 94.55 8.90 8.9% 1.36 1.4% 61% False False 52,138
40 103.45 90.97 12.48 12.5% 1.29 1.3% 72% False False 49,842
60 103.45 90.97 12.48 12.5% 1.22 1.2% 72% False False 43,402
80 103.45 90.97 12.48 12.5% 1.23 1.2% 72% False False 41,705
100 103.45 90.97 12.48 12.5% 1.24 1.2% 72% False False 40,323
120 103.45 90.97 12.48 12.5% 1.26 1.3% 72% False False 37,124
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 0.24
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 112.20
2.618 108.23
1.618 105.80
1.000 104.30
0.618 103.37
HIGH 101.87
0.618 100.94
0.500 100.66
0.382 100.37
LOW 99.44
0.618 97.94
1.000 97.01
1.618 95.51
2.618 93.08
4.250 89.11
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 100.66 101.45
PP 100.43 100.96
S1 100.21 100.48

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

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