NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 98.36 97.20 -1.16 -1.2% 101.33
High 98.36 97.60 -0.76 -0.8% 103.45
Low 96.63 96.79 0.16 0.2% 98.93
Close 97.09 97.36 0.27 0.3% 101.07
Range 1.73 0.81 -0.92 -53.2% 4.52
ATR 1.54 1.49 -0.05 -3.4% 0.00
Volume 86,960 153,318 66,358 76.3% 355,431
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.68 99.33 97.81
R3 98.87 98.52 97.58
R2 98.06 98.06 97.51
R1 97.71 97.71 97.43 97.89
PP 97.25 97.25 97.25 97.34
S1 96.90 96.90 97.29 97.08
S2 96.44 96.44 97.21
S3 95.63 96.09 97.14
S4 94.82 95.28 96.91
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
5 101.38 96.63 4.75 4.9% 1.47 1.5% 15% False False 90,095
10 103.45 96.63 6.82 7.0% 1.65 1.7% 11% False False 78,019
20 103.45 96.63 6.82 7.0% 1.43 1.5% 11% False False 63,392
40 103.45 91.60 11.85 12.2% 1.34 1.4% 49% False False 55,616
60 103.45 90.97 12.48 12.8% 1.28 1.3% 51% False False 48,488
80 103.45 90.97 12.48 12.8% 1.24 1.3% 51% False False 45,666
100 103.45 90.97 12.48 12.8% 1.24 1.3% 51% False False 43,833
120 103.45 90.97 12.48 12.8% 1.25 1.3% 51% False False 40,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 101.04
2.618 99.72
1.618 98.91
1.000 98.41
0.618 98.10
HIGH 97.60
0.618 97.29
0.500 97.20
0.382 97.10
LOW 96.79
0.618 96.29
1.000 95.98
1.618 95.48
2.618 94.67
4.250 93.35
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 97.31 98.38
PP 97.25 98.04
S1 97.20 97.70

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

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