NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 98.70 98.63 -0.07 -0.1% 98.09
High 99.48 99.50 0.02 0.0% 99.45
Low 98.29 98.14 -0.15 -0.2% 96.42
Close 98.83 98.53 -0.30 -0.3% 98.65
Range 1.19 1.36 0.17 14.3% 3.03
ATR 1.45 1.45 -0.01 -0.5% 0.00
Volume 70,329 47,851 -22,478 -32.0% 432,766
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.80 102.03 99.28
R3 101.44 100.67 98.90
R2 100.08 100.08 98.78
R1 99.31 99.31 98.65 99.02
PP 98.72 98.72 98.72 98.58
S1 97.95 97.95 98.41 97.66
S2 97.36 97.36 98.28
S3 96.00 96.59 98.16
S4 94.64 95.23 97.78
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 99.50 97.26 2.24 2.3% 1.32 1.3% 57% True False 84,377
10 99.50 96.42 3.08 3.1% 1.37 1.4% 69% True False 87,898
20 103.45 96.42 7.03 7.1% 1.49 1.5% 30% False False 75,407
40 103.45 93.73 9.72 9.9% 1.37 1.4% 49% False False 62,121
60 103.45 90.97 12.48 12.7% 1.35 1.4% 61% False False 55,445
80 103.45 90.97 12.48 12.7% 1.27 1.3% 61% False False 50,196
100 103.45 90.97 12.48 12.7% 1.25 1.3% 61% False False 47,236
120 103.45 90.97 12.48 12.7% 1.27 1.3% 61% False False 44,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 103.06
1.618 101.70
1.000 100.86
0.618 100.34
HIGH 99.50
0.618 98.98
0.500 98.82
0.382 98.66
LOW 98.14
0.618 97.30
1.000 96.78
1.618 95.94
2.618 94.58
4.250 92.36
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 98.82 98.51
PP 98.72 98.49
S1 98.63 98.48

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

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