NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 103.03 103.05 0.02 0.0% 100.27
High 104.10 103.92 -0.18 -0.2% 103.23
Low 102.43 102.75 0.32 0.3% 99.29
Close 103.03 103.37 0.34 0.3% 102.62
Range 1.67 1.17 -0.50 -29.9% 3.94
ATR 1.38 1.37 -0.02 -1.1% 0.00
Volume 200,222 181,528 -18,694 -9.3% 673,466
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.86 106.28 104.01
R3 105.69 105.11 103.69
R2 104.52 104.52 103.58
R1 103.94 103.94 103.48 104.23
PP 103.35 103.35 103.35 103.49
S1 102.77 102.77 103.26 103.06
S2 102.18 102.18 103.16
S3 101.01 101.60 103.05
S4 99.84 100.43 102.73
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
5 104.10 102.01 2.09 2.0% 1.28 1.2% 65% False False 167,408
10 104.10 99.29 4.81 4.7% 1.33 1.3% 85% False False 143,335
20 104.10 97.45 6.65 6.4% 1.36 1.3% 89% False False 110,032
40 104.10 96.42 7.68 7.4% 1.41 1.4% 90% False False 90,338
60 104.10 93.67 10.43 10.1% 1.34 1.3% 93% False False 77,317
80 104.10 90.97 13.13 12.7% 1.32 1.3% 94% False False 67,213
100 104.10 90.97 13.13 12.7% 1.28 1.2% 94% False False 61,145
120 104.10 90.97 13.13 12.7% 1.25 1.2% 94% False False 56,693
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.89
2.618 106.98
1.618 105.81
1.000 105.09
0.618 104.64
HIGH 103.92
0.618 103.47
0.500 103.34
0.382 103.20
LOW 102.75
0.618 102.03
1.000 101.58
1.618 100.86
2.618 99.69
4.250 97.78
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 103.36 103.29
PP 103.35 103.21
S1 103.34 103.14

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

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