NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 101.86 101.54 -0.32 -0.3% 102.21
High 102.08 102.35 0.27 0.3% 104.10
Low 101.20 101.40 0.20 0.2% 102.17
Close 101.44 101.94 0.50 0.5% 103.37
Range 0.88 0.95 0.07 8.0% 1.93
ATR 1.35 1.33 -0.03 -2.1% 0.00
Volume 250,645 202,278 -48,367 -19.3% 682,579
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.75 104.29 102.46
R3 103.80 103.34 102.20
R2 102.85 102.85 102.11
R1 102.39 102.39 102.03 102.62
PP 101.90 101.90 101.90 102.01
S1 101.44 101.44 101.85 101.67
S2 100.95 100.95 101.77
S3 100.00 100.49 101.68
S4 99.05 99.54 101.42
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.00 108.12 104.43
R3 107.07 106.19 103.90
R2 105.14 105.14 103.72
R1 104.26 104.26 103.55 104.70
PP 103.21 103.21 103.21 103.44
S1 102.33 102.33 103.19 102.77
S2 101.28 101.28 103.02
S3 99.35 100.40 102.84
S4 97.42 98.47 102.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.92 101.20 2.72 2.7% 1.20 1.2% 27% False False 228,927
10 104.10 101.20 2.90 2.8% 1.20 1.2% 26% False False 192,458
20 104.10 98.15 5.95 5.8% 1.32 1.3% 64% False False 143,698
40 104.10 96.42 7.68 7.5% 1.40 1.4% 72% False False 110,434
60 104.10 93.73 10.37 10.2% 1.34 1.3% 79% False False 89,877
80 104.10 90.97 13.13 12.9% 1.34 1.3% 84% False False 78,312
100 104.10 90.97 13.13 12.9% 1.27 1.2% 84% False False 69,418
120 104.10 90.97 13.13 12.9% 1.27 1.2% 84% False False 63,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.39
2.618 104.84
1.618 103.89
1.000 103.30
0.618 102.94
HIGH 102.35
0.618 101.99
0.500 101.88
0.382 101.76
LOW 101.40
0.618 100.81
1.000 100.45
1.618 99.86
2.618 98.91
4.250 97.36
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 101.92 102.43
PP 101.90 102.26
S1 101.88 102.10

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

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