NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 102.44 102.79 0.35 0.3% 104.34
High 102.86 103.69 0.83 0.8% 104.50
Low 102.23 102.34 0.11 0.1% 102.40
Close 102.66 102.64 -0.02 0.0% 102.71
Range 0.63 1.35 0.72 114.3% 2.10
ATR 1.17 1.18 0.01 1.1% 0.00
Volume 160,208 208,540 48,332 30.2% 788,761
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.94 106.14 103.38
R3 105.59 104.79 103.01
R2 104.24 104.24 102.89
R1 103.44 103.44 102.76 103.17
PP 102.89 102.89 102.89 102.75
S1 102.09 102.09 102.52 101.82
S2 101.54 101.54 102.39
S3 100.19 100.74 102.27
S4 98.84 99.39 101.90
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
5 103.94 102.10 1.84 1.8% 1.14 1.1% 29% False False 180,606
10 104.50 102.10 2.40 2.3% 1.14 1.1% 23% False False 190,842
20 104.50 98.91 5.59 5.4% 1.12 1.1% 67% False False 172,659
40 104.50 98.10 6.40 6.2% 1.16 1.1% 71% False False 117,642
60 104.50 95.73 8.77 8.5% 1.20 1.2% 79% False False 89,764
80 104.50 95.73 8.77 8.5% 1.20 1.2% 79% False False 72,868
100 104.50 90.49 14.01 13.6% 1.19 1.2% 87% False False 60,987
120 104.50 90.40 14.10 13.7% 1.15 1.1% 87% False False 52,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.43
2.618 107.22
1.618 105.87
1.000 105.04
0.618 104.52
HIGH 103.69
0.618 103.17
0.500 103.02
0.382 102.86
LOW 102.34
0.618 101.51
1.000 100.99
1.618 100.16
2.618 98.81
4.250 96.60
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 103.02 102.90
PP 102.89 102.81
S1 102.77 102.73

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

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