NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 100.76 98.92 -1.84 -1.8% 98.70
High 100.78 99.07 -1.71 -1.7% 101.39
Low 98.61 98.15 -0.46 -0.5% 98.14
Close 99.05 98.90 -0.15 -0.2% 100.89
Range 2.17 0.92 -1.25 -57.6% 3.25
ATR 1.44 1.40 -0.04 -2.6% 0.00
Volume 62,900 91,229 28,329 45.0% 374,902
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 101.47 101.10 99.41
R3 100.55 100.18 99.15
R2 99.63 99.63 99.07
R1 99.26 99.26 98.98 98.99
PP 98.71 98.71 98.71 98.57
S1 98.34 98.34 98.82 98.07
S2 97.79 97.79 98.73
S3 96.87 97.42 98.65
S4 95.95 96.50 98.39
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 98.15 3.24 3.3% 1.35 1.4% 23% False True 78,471
10 101.39 97.26 4.13 4.2% 1.37 1.4% 40% False False 79,108
20 101.39 96.42 4.97 5.0% 1.41 1.4% 50% False False 81,726
40 103.45 94.55 8.90 9.0% 1.38 1.4% 49% False False 66,932
60 103.45 90.97 12.48 12.6% 1.33 1.3% 64% False False 60,470
80 103.45 90.97 12.48 12.6% 1.27 1.3% 64% False False 52,983
100 103.45 90.97 12.48 12.6% 1.26 1.3% 64% False False 49,709
120 103.45 90.97 12.48 12.6% 1.26 1.3% 64% False False 47,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 102.98
2.618 101.48
1.618 100.56
1.000 99.99
0.618 99.64
HIGH 99.07
0.618 98.72
0.500 98.61
0.382 98.50
LOW 98.15
0.618 97.58
1.000 97.23
1.618 96.66
2.618 95.74
4.250 94.24
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 98.80 99.66
PP 98.71 99.41
S1 98.61 99.15

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

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