NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 100.49 100.89 0.40 0.4% 103.70
High 101.52 102.20 0.68 0.7% 103.83
Low 100.33 100.71 0.38 0.4% 100.48
Close 100.84 101.28 0.44 0.4% 100.60
Range 1.19 1.49 0.30 25.2% 3.35
ATR 1.33 1.34 0.01 0.8% 0.00
Volume 231,590 218,691 -12,899 -5.6% 1,184,711
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.87 105.06 102.10
R3 104.38 103.57 101.69
R2 102.89 102.89 101.55
R1 102.08 102.08 101.42 102.49
PP 101.40 101.40 101.40 101.60
S1 100.59 100.59 101.14 101.00
S2 99.91 99.91 101.01
S3 98.42 99.10 100.87
S4 96.93 97.61 100.46
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 111.69 109.49 102.44
R3 108.34 106.14 101.52
R2 104.99 104.99 101.21
R1 102.79 102.79 100.91 102.22
PP 101.64 101.64 101.64 101.35
S1 99.44 99.44 100.29 98.87
S2 98.29 98.29 99.99
S3 94.94 96.09 99.68
S4 91.59 92.74 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.35 100.33 2.02 2.0% 1.22 1.2% 47% False False 224,961
10 104.10 100.33 3.77 3.7% 1.30 1.3% 25% False False 215,554
20 104.10 98.15 5.95 5.9% 1.34 1.3% 53% False False 165,380
40 104.10 96.42 7.68 7.6% 1.41 1.4% 63% False False 123,620
60 104.10 93.73 10.37 10.2% 1.36 1.3% 73% False False 99,030
80 104.10 90.97 13.13 13.0% 1.33 1.3% 79% False False 85,831
100 104.10 90.97 13.13 13.0% 1.27 1.3% 79% False False 75,372
120 104.10 90.97 13.13 13.0% 1.27 1.3% 79% False False 68,213
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.53
2.618 106.10
1.618 104.61
1.000 103.69
0.618 103.12
HIGH 102.20
0.618 101.63
0.500 101.46
0.382 101.28
LOW 100.71
0.618 99.79
1.000 99.22
1.618 98.30
2.618 96.81
4.250 94.38
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 101.46 101.28
PP 101.40 101.27
S1 101.34 101.27

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

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