NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 101.75 102.05 0.30 0.3% 102.10
High 102.39 103.71 1.32 1.3% 102.94
Low 101.60 101.89 0.29 0.3% 100.93
Close 101.94 103.59 1.65 1.6% 101.94
Range 0.79 1.82 1.03 130.4% 2.01
ATR 1.08 1.13 0.05 4.9% 0.00
Volume 63,650 120,090 56,440 88.7% 309,516
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.52 107.88 104.59
R3 106.70 106.06 104.09
R2 104.88 104.88 103.92
R1 104.24 104.24 103.76 104.56
PP 103.06 103.06 103.06 103.23
S1 102.42 102.42 103.42 102.74
S2 101.24 101.24 103.26
S3 99.42 100.60 103.09
S4 97.60 98.78 102.59
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.97 106.96 103.05
R3 105.96 104.95 102.49
R2 103.95 103.95 102.31
R1 102.94 102.94 102.12 102.44
PP 101.94 101.94 101.94 101.69
S1 100.93 100.93 101.76 100.43
S2 99.93 99.93 101.57
S3 97.92 98.92 101.39
S4 95.91 96.91 100.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.71 100.93 2.78 2.7% 1.12 1.1% 96% True False 74,598
10 103.71 100.93 2.78 2.7% 1.15 1.1% 96% True False 69,350
20 103.71 98.41 5.30 5.1% 1.06 1.0% 98% True False 60,992
40 103.71 97.30 6.41 6.2% 1.09 1.1% 98% True False 47,052
60 103.71 95.06 8.65 8.4% 1.12 1.1% 99% True False 37,368
80 103.71 95.06 8.65 8.4% 1.12 1.1% 99% True False 31,782
100 103.71 90.47 13.24 12.8% 1.09 1.1% 99% True False 26,868
120 103.71 89.73 13.98 13.5% 1.04 1.0% 99% True False 23,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 111.45
2.618 108.47
1.618 106.65
1.000 105.53
0.618 104.83
HIGH 103.71
0.618 103.01
0.500 102.80
0.382 102.59
LOW 101.89
0.618 100.77
1.000 100.07
1.618 98.95
2.618 97.13
4.250 94.16
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 103.33 103.17
PP 103.06 102.74
S1 102.80 102.32

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

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