NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 102.92 102.44 -0.48 -0.5% 104.34
High 103.35 102.86 -0.49 -0.5% 104.50
Low 102.10 102.23 0.13 0.1% 102.40
Close 102.47 102.66 0.19 0.2% 102.71
Range 1.25 0.63 -0.62 -49.6% 2.10
ATR 1.21 1.17 -0.04 -3.4% 0.00
Volume 159,042 160,208 1,166 0.7% 788,761
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.47 104.20 103.01
R3 103.84 103.57 102.83
R2 103.21 103.21 102.78
R1 102.94 102.94 102.72 103.08
PP 102.58 102.58 102.58 102.65
S1 102.31 102.31 102.60 102.45
S2 101.95 101.95 102.54
S3 101.32 101.68 102.49
S4 100.69 101.05 102.31
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 109.50 108.21 103.87
R3 107.40 106.11 103.29
R2 105.30 105.30 103.10
R1 104.01 104.01 102.90 103.61
PP 103.20 103.20 103.20 103.00
S1 101.91 101.91 102.52 101.51
S2 101.10 101.10 102.33
S3 99.00 99.81 102.13
S4 96.90 97.71 101.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.39 102.10 2.29 2.2% 1.22 1.2% 24% False False 186,724
10 104.50 101.69 2.81 2.7% 1.14 1.1% 35% False False 194,965
20 104.50 98.57 5.93 5.8% 1.11 1.1% 69% False False 165,232
40 104.50 98.10 6.40 6.2% 1.16 1.1% 71% False False 113,207
60 104.50 95.73 8.77 8.5% 1.21 1.2% 79% False False 86,709
80 104.50 94.67 9.83 9.6% 1.22 1.2% 81% False False 70,455
100 104.50 90.40 14.10 13.7% 1.19 1.2% 87% False False 59,103
120 104.50 90.40 14.10 13.7% 1.14 1.1% 87% False False 50,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 105.54
2.618 104.51
1.618 103.88
1.000 103.49
0.618 103.25
HIGH 102.86
0.618 102.62
0.500 102.55
0.382 102.47
LOW 102.23
0.618 101.84
1.000 101.60
1.618 101.21
2.618 100.58
4.250 99.55
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 102.62 102.83
PP 102.58 102.77
S1 102.55 102.72

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

View Archives - Comment on this page... - Back to Index of Symbols