NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 98.52 99.55 1.03 1.0% 98.09
High 99.68 100.89 1.21 1.2% 99.45
Low 98.50 99.28 0.78 0.8% 96.42
Close 99.53 100.53 1.00 1.0% 98.65
Range 1.18 1.61 0.43 36.4% 3.03
ATR 1.43 1.44 0.01 0.9% 0.00
Volume 75,585 94,281 18,696 24.7% 432,766
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.06 104.41 101.42
R3 103.45 102.80 100.97
R2 101.84 101.84 100.83
R1 101.19 101.19 100.68 101.52
PP 100.23 100.23 100.23 100.40
S1 99.58 99.58 100.38 99.91
S2 98.62 98.62 100.23
S3 97.01 97.97 100.09
S4 95.40 96.36 99.64
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
5 100.89 97.45 3.44 3.4% 1.47 1.5% 90% True False 76,815
10 100.89 96.42 4.47 4.4% 1.40 1.4% 92% True False 80,856
20 103.45 96.42 7.03 7.0% 1.52 1.5% 58% False False 79,438
40 103.45 93.73 9.72 9.7% 1.37 1.4% 70% False False 64,242
60 103.45 90.97 12.48 12.4% 1.36 1.4% 77% False False 57,684
80 103.45 90.97 12.48 12.4% 1.27 1.3% 77% False False 51,655
100 103.45 90.97 12.48 12.4% 1.26 1.3% 77% False False 48,202
120 103.45 90.97 12.48 12.4% 1.27 1.3% 77% False False 45,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.73
2.618 105.10
1.618 103.49
1.000 102.50
0.618 101.88
HIGH 100.89
0.618 100.27
0.500 100.09
0.382 99.90
LOW 99.28
0.618 98.29
1.000 97.67
1.618 96.68
2.618 95.07
4.250 92.44
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 100.38 100.19
PP 100.23 99.85
S1 100.09 99.52

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

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