NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 101.53 99.64 -1.89 -1.9% 100.61
High 101.87 100.61 -1.26 -1.2% 101.77
Low 99.44 98.93 -0.51 -0.5% 99.59
Close 99.99 100.14 0.15 0.2% 100.95
Range 2.43 1.68 -0.75 -30.9% 2.18
ATR 1.43 1.45 0.02 1.2% 0.00
Volume 53,518 77,418 23,900 44.7% 225,151
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.93 104.22 101.06
R3 103.25 102.54 100.60
R2 101.57 101.57 100.45
R1 100.86 100.86 100.29 101.22
PP 99.89 99.89 99.89 100.07
S1 99.18 99.18 99.99 99.54
S2 98.21 98.21 99.83
S3 96.53 97.50 99.68
S4 94.85 95.82 99.22
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 98.93 4.52 4.5% 1.82 1.8% 27% False True 65,944
10 103.45 98.93 4.52 4.5% 1.53 1.5% 27% False True 53,791
20 103.45 95.23 8.22 8.2% 1.39 1.4% 60% False False 53,959
40 103.45 90.97 12.48 12.5% 1.32 1.3% 73% False False 50,860
60 103.45 90.97 12.48 12.5% 1.24 1.2% 73% False False 44,000
80 103.45 90.97 12.48 12.5% 1.23 1.2% 73% False False 42,193
100 103.45 90.97 12.48 12.5% 1.23 1.2% 73% False False 40,870
120 103.45 90.97 12.48 12.5% 1.26 1.3% 73% False False 37,611
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.75
2.618 105.01
1.618 103.33
1.000 102.29
0.618 101.65
HIGH 100.61
0.618 99.97
0.500 99.77
0.382 99.57
LOW 98.93
0.618 97.89
1.000 97.25
1.618 96.21
2.618 94.53
4.250 91.79
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 100.02 101.03
PP 99.89 100.73
S1 99.77 100.44

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

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