NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 100.42 101.16 0.74 0.7% 101.33
High 101.38 101.16 -0.22 -0.2% 103.45
Low 100.17 99.48 -0.69 -0.7% 98.93
Close 101.07 99.75 -1.32 -1.3% 101.07
Range 1.21 1.68 0.47 38.8% 4.52
ATR 1.43 1.45 0.02 1.2% 0.00
Volume 81,275 63,966 -17,309 -21.3% 355,431
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.17 104.14 100.67
R3 103.49 102.46 100.21
R2 101.81 101.81 100.06
R1 100.78 100.78 99.90 100.46
PP 100.13 100.13 100.13 99.97
S1 99.10 99.10 99.60 98.78
S2 98.45 98.45 99.44
S3 96.77 97.42 99.29
S4 95.09 95.74 98.83
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 114.71 112.41 103.56
R3 110.19 107.89 102.31
R2 105.67 105.67 101.90
R1 103.37 103.37 101.48 102.26
PP 101.15 101.15 101.15 100.60
S1 98.85 98.85 100.66 97.74
S2 96.63 96.63 100.24
S3 92.11 94.33 99.83
S4 87.59 89.81 98.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.13 98.93 4.20 4.2% 1.77 1.8% 20% False False 75,891
10 103.45 98.93 4.52 4.5% 1.56 1.6% 18% False False 60,031
20 103.45 97.19 6.26 6.3% 1.34 1.3% 41% False False 56,968
40 103.45 91.00 12.45 12.5% 1.32 1.3% 70% False False 51,774
60 103.45 90.97 12.48 12.5% 1.25 1.3% 70% False False 45,315
80 103.45 90.97 12.48 12.5% 1.25 1.2% 70% False False 43,277
100 103.45 90.97 12.48 12.5% 1.24 1.2% 70% False False 41,690
120 103.45 90.97 12.48 12.5% 1.27 1.3% 70% False False 38,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.30
2.618 105.56
1.618 103.88
1.000 102.84
0.618 102.20
HIGH 101.16
0.618 100.52
0.500 100.32
0.382 100.12
LOW 99.48
0.618 98.44
1.000 97.80
1.618 96.76
2.618 95.08
4.250 92.34
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 100.32 100.16
PP 100.13 100.02
S1 99.94 99.89

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

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