NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 102.44 102.31 -0.13 -0.1% 100.27
High 102.84 103.23 0.39 0.4% 103.23
Low 102.12 102.01 -0.11 -0.1% 99.29
Close 102.38 102.62 0.24 0.2% 102.62
Range 0.72 1.22 0.50 69.4% 3.94
ATR 1.41 1.39 -0.01 -0.9% 0.00
Volume 124,427 154,464 30,037 24.1% 673,466
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.28 105.67 103.29
R3 105.06 104.45 102.96
R2 103.84 103.84 102.84
R1 103.23 103.23 102.73 103.54
PP 102.62 102.62 102.62 102.77
S1 102.01 102.01 102.51 102.32
S2 101.40 101.40 102.40
S3 100.18 100.79 102.28
S4 98.96 99.57 101.95
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 113.53 112.02 104.79
R3 109.59 108.08 103.70
R2 105.65 105.65 103.34
R1 104.14 104.14 102.98 104.90
PP 101.71 101.71 101.71 102.09
S1 100.20 100.20 102.26 100.96
S2 97.77 97.77 101.90
S3 93.83 96.26 101.54
S4 89.89 92.32 100.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.23 99.29 3.94 3.8% 1.36 1.3% 85% True False 134,693
10 103.23 98.15 5.08 5.0% 1.37 1.3% 88% True False 104,713
20 103.23 96.42 6.81 6.6% 1.37 1.3% 91% True False 92,740
40 103.45 96.42 7.03 6.9% 1.40 1.4% 88% False False 78,752
60 103.45 92.57 10.88 10.6% 1.34 1.3% 92% False False 68,510
80 103.45 90.97 12.48 12.2% 1.30 1.3% 93% False False 60,239
100 103.45 90.97 12.48 12.2% 1.27 1.2% 93% False False 55,319
120 103.45 90.97 12.48 12.2% 1.26 1.2% 93% False False 52,353
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.42
2.618 106.42
1.618 105.20
1.000 104.45
0.618 103.98
HIGH 103.23
0.618 102.76
0.500 102.62
0.382 102.48
LOW 102.01
0.618 101.26
1.000 100.79
1.618 100.04
2.618 98.82
4.250 96.83
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 102.62 102.50
PP 102.62 102.37
S1 102.62 102.25

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

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