NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 102.37 102.44 0.07 0.1% 102.92
High 102.69 103.07 0.38 0.4% 103.69
Low 101.60 102.30 0.70 0.7% 101.60
Close 102.48 102.66 0.18 0.2% 102.66
Range 1.09 0.77 -0.32 -29.4% 2.09
ATR 1.17 1.15 -0.03 -2.5% 0.00
Volume 200,402 197,758 -2,644 -1.3% 925,950
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.99 104.59 103.08
R3 104.22 103.82 102.87
R2 103.45 103.45 102.80
R1 103.05 103.05 102.73 103.25
PP 102.68 102.68 102.68 102.78
S1 102.28 102.28 102.59 102.48
S2 101.91 101.91 102.52
S3 101.14 101.51 102.45
S4 100.37 100.74 102.24
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.92 107.88 103.81
R3 106.83 105.79 103.23
R2 104.74 104.74 103.04
R1 103.70 103.70 102.85 103.18
PP 102.65 102.65 102.65 102.39
S1 101.61 101.61 102.47 101.09
S2 100.56 100.56 102.28
S3 98.47 99.52 102.09
S4 96.38 97.43 101.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.69 101.60 2.09 2.0% 1.02 1.0% 51% False False 185,190
10 104.50 101.60 2.90 2.8% 1.11 1.1% 37% False False 187,527
20 104.50 99.04 5.46 5.3% 1.11 1.1% 66% False False 179,562
40 104.50 98.10 6.40 6.2% 1.13 1.1% 71% False False 124,665
60 104.50 95.73 8.77 8.5% 1.18 1.1% 79% False False 95,188
80 104.50 95.73 8.77 8.5% 1.21 1.2% 79% False False 77,303
100 104.50 90.62 13.88 13.5% 1.19 1.2% 87% False False 64,624
120 104.50 90.40 14.10 13.7% 1.15 1.1% 87% False False 55,383
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.34
2.618 105.09
1.618 104.32
1.000 103.84
0.618 103.55
HIGH 103.07
0.618 102.78
0.500 102.69
0.382 102.59
LOW 102.30
0.618 101.82
1.000 101.53
1.618 101.05
2.618 100.28
4.250 99.03
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 102.69 102.66
PP 102.68 102.65
S1 102.67 102.65

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

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