NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 98.09 96.80 -1.29 -1.3% 101.16
High 98.34 98.16 -0.18 -0.2% 101.16
Low 96.42 96.65 0.23 0.2% 96.63
Close 96.95 98.01 1.06 1.1% 97.99
Range 1.92 1.51 -0.41 -21.4% 4.53
ATR 1.50 1.50 0.00 0.1% 0.00
Volume 67,058 62,003 -5,055 -7.5% 456,956
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.14 101.58 98.84
R3 100.63 100.07 98.43
R2 99.12 99.12 98.29
R1 98.56 98.56 98.15 98.84
PP 97.61 97.61 97.61 97.75
S1 97.05 97.05 97.87 97.33
S2 96.10 96.10 97.73
S3 94.59 95.54 97.59
S4 93.08 94.03 97.18
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 98.36 96.42 1.94 2.0% 1.43 1.5% 82% False False 91,419
10 101.87 96.42 5.45 5.6% 1.61 1.6% 29% False False 79,822
20 103.45 96.42 7.03 7.2% 1.45 1.5% 23% False False 66,845
40 103.45 92.68 10.77 11.0% 1.36 1.4% 49% False False 57,469
60 103.45 90.97 12.48 12.7% 1.31 1.3% 56% False False 50,837
80 103.45 90.97 12.48 12.7% 1.26 1.3% 56% False False 46,960
100 103.45 90.97 12.48 12.7% 1.25 1.3% 56% False False 44,971
120 103.45 90.97 12.48 12.7% 1.26 1.3% 56% False False 41,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.58
2.618 102.11
1.618 100.60
1.000 99.67
0.618 99.09
HIGH 98.16
0.618 97.58
0.500 97.41
0.382 97.23
LOW 96.65
0.618 95.72
1.000 95.14
1.618 94.21
2.618 92.70
4.250 90.23
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 97.81 97.80
PP 97.61 97.59
S1 97.41 97.38

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

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