NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 102.21 102.83 0.62 0.6% 100.27
High 103.48 103.25 -0.23 -0.2% 103.23
Low 102.21 102.17 -0.04 0.0% 99.29
Close 103.21 103.00 -0.21 -0.2% 102.62
Range 1.27 1.08 -0.19 -15.0% 3.94
ATR 1.38 1.36 -0.02 -1.6% 0.00
Volume 162,029 138,800 -23,229 -14.3% 673,466
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.05 105.60 103.59
R3 104.97 104.52 103.30
R2 103.89 103.89 103.20
R1 103.44 103.44 103.10 103.67
PP 102.81 102.81 102.81 102.92
S1 102.36 102.36 102.90 102.59
S2 101.73 101.73 102.80
S3 100.65 101.28 102.70
S4 99.57 100.20 102.41
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
5 103.48 101.26 2.22 2.2% 1.17 1.1% 78% False False 153,494
10 103.48 98.15 5.33 5.2% 1.28 1.2% 91% False False 122,797
20 103.48 97.26 6.22 6.0% 1.32 1.3% 92% False False 101,328
40 103.48 96.42 7.06 6.9% 1.39 1.3% 93% False False 84,086
60 103.48 92.68 10.80 10.5% 1.35 1.3% 96% False False 72,089
80 103.48 90.97 12.51 12.1% 1.31 1.3% 96% False False 63,460
100 103.48 90.97 12.51 12.1% 1.27 1.2% 96% False False 57,833
120 103.48 90.97 12.51 12.1% 1.26 1.2% 96% False False 54,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.84
2.618 106.08
1.618 105.00
1.000 104.33
0.618 103.92
HIGH 103.25
0.618 102.84
0.500 102.71
0.382 102.58
LOW 102.17
0.618 101.50
1.000 101.09
1.618 100.42
2.618 99.34
4.250 97.58
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 102.90 102.92
PP 102.81 102.83
S1 102.71 102.75

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

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