NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 97.80 98.70 0.90 0.9% 98.09
High 99.45 99.48 0.03 0.0% 99.45
Low 97.45 98.29 0.84 0.9% 96.42
Close 98.65 98.83 0.18 0.2% 98.65
Range 2.00 1.19 -0.81 -40.5% 3.03
ATR 1.47 1.45 -0.02 -1.4% 0.00
Volume 96,032 70,329 -25,703 -26.8% 432,766
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.44 101.82 99.48
R3 101.25 100.63 99.16
R2 100.06 100.06 99.05
R1 99.44 99.44 98.94 99.75
PP 98.87 98.87 98.87 99.02
S1 98.25 98.25 98.72 98.56
S2 97.68 97.68 98.61
S3 96.49 97.06 98.50
S4 95.30 95.87 98.18
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.26 105.99 100.32
R3 104.23 102.96 99.48
R2 101.20 101.20 99.21
R1 99.93 99.93 98.93 100.57
PP 98.17 98.17 98.17 98.49
S1 96.90 96.90 98.37 97.54
S2 95.14 95.14 98.09
S3 92.11 93.87 97.82
S4 89.08 90.84 96.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.48 96.65 2.83 2.9% 1.35 1.4% 77% True False 87,207
10 100.13 96.42 3.71 3.8% 1.43 1.4% 65% False False 89,608
20 103.45 96.42 7.03 7.1% 1.49 1.5% 34% False False 74,819
40 103.45 93.67 9.78 9.9% 1.37 1.4% 53% False False 62,009
60 103.45 90.97 12.48 12.6% 1.34 1.4% 63% False False 54,857
80 103.45 90.97 12.48 12.6% 1.26 1.3% 63% False False 50,046
100 103.45 90.97 12.48 12.6% 1.24 1.3% 63% False False 47,061
120 103.45 90.97 12.48 12.6% 1.27 1.3% 63% False False 44,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.54
2.618 102.60
1.618 101.41
1.000 100.67
0.618 100.22
HIGH 99.48
0.618 99.03
0.500 98.89
0.382 98.74
LOW 98.29
0.618 97.55
1.000 97.10
1.618 96.36
2.618 95.17
4.250 93.23
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 98.89 98.68
PP 98.87 98.52
S1 98.85 98.37

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

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