NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 101.16 99.60 -1.56 -1.5% 101.33
High 101.16 100.13 -1.03 -1.0% 103.45
Low 99.48 98.20 -1.28 -1.3% 98.93
Close 99.75 98.85 -0.90 -0.9% 101.07
Range 1.68 1.93 0.25 14.9% 4.52
ATR 1.45 1.49 0.03 2.4% 0.00
Volume 63,966 64,956 990 1.5% 355,431
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.85 103.78 99.91
R3 102.92 101.85 99.38
R2 100.99 100.99 99.20
R1 99.92 99.92 99.03 99.49
PP 99.06 99.06 99.06 98.85
S1 97.99 97.99 98.67 97.56
S2 97.13 97.13 98.50
S3 95.20 96.06 98.32
S4 93.27 94.13 97.79
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
5 101.87 98.20 3.67 3.7% 1.79 1.8% 18% False True 68,226
10 103.45 98.20 5.25 5.3% 1.61 1.6% 12% False True 62,916
20 103.45 97.51 5.94 6.0% 1.39 1.4% 23% False False 57,303
40 103.45 91.00 12.45 12.6% 1.34 1.4% 63% False False 52,042
60 103.45 90.97 12.48 12.6% 1.27 1.3% 63% False False 45,603
80 103.45 90.97 12.48 12.6% 1.25 1.3% 63% False False 43,836
100 103.45 90.97 12.48 12.6% 1.25 1.3% 63% False False 42,122
120 103.45 90.97 12.48 12.6% 1.27 1.3% 63% False False 38,957
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.33
2.618 105.18
1.618 103.25
1.000 102.06
0.618 101.32
HIGH 100.13
0.618 99.39
0.500 99.17
0.382 98.94
LOW 98.20
0.618 97.01
1.000 96.27
1.618 95.08
2.618 93.15
4.250 90.00
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 99.17 99.79
PP 99.06 99.48
S1 98.96 99.16

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

View Archives - Comment on this page... - Back to Index of Symbols