NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 104.46 104.30 -0.16 -0.2% 102.92
High 105.06 104.81 -0.25 -0.2% 103.69
Low 103.98 104.17 0.19 0.2% 101.60
Close 104.35 104.40 0.05 0.0% 102.66
Range 1.08 0.64 -0.44 -40.7% 2.09
ATR 1.19 1.15 -0.04 -3.3% 0.00
Volume 255,599 187,728 -67,871 -26.6% 925,950
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.38 106.03 104.75
R3 105.74 105.39 104.58
R2 105.10 105.10 104.52
R1 104.75 104.75 104.46 104.93
PP 104.46 104.46 104.46 104.55
S1 104.11 104.11 104.34 104.29
S2 103.82 103.82 104.28
S3 103.18 103.47 104.22
S4 102.54 102.83 104.05
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
5 105.06 101.60 3.46 3.3% 1.11 1.1% 81% False False 217,641
10 105.06 101.60 3.46 3.3% 1.13 1.1% 81% False False 199,123
20 105.06 100.82 4.24 4.1% 1.09 1.0% 84% False False 197,221
40 105.06 98.10 6.96 6.7% 1.15 1.1% 91% False False 137,062
60 105.06 95.94 9.12 8.7% 1.18 1.1% 93% False False 104,444
80 105.06 95.73 9.33 8.9% 1.22 1.2% 93% False False 85,129
100 105.06 92.12 12.94 12.4% 1.19 1.1% 95% False False 71,008
120 105.06 90.40 14.66 14.0% 1.16 1.1% 95% False False 60,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.53
2.618 106.49
1.618 105.85
1.000 105.45
0.618 105.21
HIGH 104.81
0.618 104.57
0.500 104.49
0.382 104.41
LOW 104.17
0.618 103.77
1.000 103.53
1.618 103.13
2.618 102.49
4.250 101.45
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 104.49 104.21
PP 104.46 104.03
S1 104.43 103.84

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.