NYMEX Light Sweet Crude Oil Future September 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 101.11 100.88 -0.23 -0.2% 102.28
High 101.68 101.22 -0.46 -0.5% 102.50
Low 100.54 100.62 0.08 0.1% 100.67
Close 100.89 101.07 0.18 0.2% 101.03
Range 1.14 0.60 -0.54 -47.4% 1.83
ATR 1.05 1.02 -0.03 -3.1% 0.00
Volume 30,564 38,052 7,488 24.5% 147,681
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.77 102.52 101.40
R3 102.17 101.92 101.24
R2 101.57 101.57 101.18
R1 101.32 101.32 101.13 101.45
PP 100.97 100.97 100.97 101.03
S1 100.72 100.72 101.02 100.85
S2 100.37 100.37 100.96
S3 99.77 100.12 100.91
S4 99.17 99.52 100.74
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 106.89 105.79 102.04
R3 105.06 103.96 101.53
R2 103.23 103.23 101.37
R1 102.13 102.13 101.20 101.77
PP 101.40 101.40 101.40 101.22
S1 100.30 100.30 100.86 99.94
S2 99.57 99.57 100.69
S3 97.74 98.47 100.53
S4 95.91 96.64 100.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.38 100.54 1.84 1.8% 1.06 1.0% 29% False False 36,086
10 102.50 99.85 2.65 2.6% 1.00 1.0% 46% False False 38,612
20 102.50 96.73 5.77 5.7% 0.96 0.9% 75% False False 35,083
40 102.50 96.43 6.07 6.0% 1.00 1.0% 76% False False 31,993
60 102.50 94.34 8.16 8.1% 1.04 1.0% 82% False False 27,629
80 102.50 93.20 9.30 9.2% 1.04 1.0% 85% False False 24,551
100 102.50 89.09 13.41 13.3% 1.02 1.0% 89% False False 21,955
120 102.50 89.09 13.41 13.3% 1.00 1.0% 89% False False 19,758
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 0.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.77
2.618 102.79
1.618 102.19
1.000 101.82
0.618 101.59
HIGH 101.22
0.618 100.99
0.500 100.92
0.382 100.85
LOW 100.62
0.618 100.25
1.000 100.02
1.618 99.65
2.618 99.05
4.250 98.07
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 101.02 101.11
PP 100.97 101.10
S1 100.92 101.08

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

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