NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 100.99 100.76 -0.23 -0.2% 98.70
High 101.17 100.78 -0.39 -0.4% 101.39
Low 100.12 98.61 -1.51 -1.5% 98.14
Close 100.82 99.05 -1.77 -1.8% 100.89
Range 1.05 2.17 1.12 106.7% 3.25
ATR 1.38 1.44 0.06 4.3% 0.00
Volume 57,090 62,900 5,810 10.2% 374,902
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.99 104.69 100.24
R3 103.82 102.52 99.65
R2 101.65 101.65 99.45
R1 100.35 100.35 99.25 99.92
PP 99.48 99.48 99.48 99.26
S1 98.18 98.18 98.85 97.75
S2 97.31 97.31 98.65
S3 95.14 96.01 98.45
S4 92.97 93.84 97.86
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.89 108.64 102.68
R3 106.64 105.39 101.78
R2 103.39 103.39 101.49
R1 102.14 102.14 101.19 102.77
PP 100.14 100.14 100.14 100.45
S1 98.89 98.89 100.59 99.52
S2 96.89 96.89 100.29
S3 93.64 95.64 100.00
S4 90.39 92.39 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 98.50 2.89 2.9% 1.40 1.4% 19% False False 75,342
10 101.39 97.26 4.13 4.2% 1.36 1.4% 43% False False 79,859
20 101.87 96.42 5.45 5.5% 1.48 1.5% 48% False False 79,841
40 103.45 93.86 9.59 9.7% 1.39 1.4% 54% False False 65,961
60 103.45 90.97 12.48 12.6% 1.33 1.3% 65% False False 59,664
80 103.45 90.97 12.48 12.6% 1.27 1.3% 65% False False 52,767
100 103.45 90.97 12.48 12.6% 1.27 1.3% 65% False False 49,138
120 103.45 90.97 12.48 12.6% 1.27 1.3% 65% False False 46,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 110.00
2.618 106.46
1.618 104.29
1.000 102.95
0.618 102.12
HIGH 100.78
0.618 99.95
0.500 99.70
0.382 99.44
LOW 98.61
0.618 97.27
1.000 96.44
1.618 95.10
2.618 92.93
4.250 89.39
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 99.70 100.00
PP 99.48 99.68
S1 99.27 99.37

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

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