NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 97.20 97.37 0.17 0.2% 101.16
High 97.60 98.31 0.71 0.7% 101.16
Low 96.79 97.15 0.36 0.4% 96.63
Close 97.36 97.99 0.63 0.6% 97.99
Range 0.81 1.16 0.35 43.2% 4.53
ATR 1.49 1.46 -0.02 -1.6% 0.00
Volume 153,318 87,756 -65,562 -42.8% 456,956
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.30 100.80 98.63
R3 100.14 99.64 98.31
R2 98.98 98.98 98.20
R1 98.48 98.48 98.10 98.73
PP 97.82 97.82 97.82 97.94
S1 97.32 97.32 97.88 97.57
S2 96.66 96.66 97.78
S3 95.50 96.16 97.67
S4 94.34 95.00 97.35
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 112.18 109.62 100.48
R3 107.65 105.09 99.24
R2 103.12 103.12 98.82
R1 100.56 100.56 98.41 99.58
PP 98.59 98.59 98.59 98.10
S1 96.03 96.03 97.57 95.05
S2 94.06 94.06 97.16
S3 89.53 91.50 96.74
S4 85.00 86.97 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.16 96.63 4.53 4.6% 1.46 1.5% 30% False False 91,391
10 103.45 96.63 6.82 7.0% 1.66 1.7% 20% False False 81,238
20 103.45 96.63 6.82 7.0% 1.43 1.5% 20% False False 64,765
40 103.45 92.57 10.88 11.1% 1.32 1.3% 50% False False 56,395
60 103.45 90.97 12.48 12.7% 1.28 1.3% 56% False False 49,406
80 103.45 90.97 12.48 12.7% 1.25 1.3% 56% False False 45,964
100 103.45 90.97 12.48 12.7% 1.24 1.3% 56% False False 44,276
120 103.45 90.97 12.48 12.7% 1.25 1.3% 56% False False 41,025
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
4.250 103.24
2.618 101.35
1.618 100.19
1.000 99.47
0.618 99.03
HIGH 98.31
0.618 97.87
0.500 97.73
0.382 97.59
LOW 97.15
0.618 96.43
1.000 95.99
1.618 95.27
2.618 94.11
4.250 92.22
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 97.90 97.83
PP 97.82 97.66
S1 97.73 97.50

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

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