NYMEX Light Sweet Crude Oil Future October 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 99.89 100.13 0.24 0.2% 101.16
High 100.21 100.92 0.71 0.7% 101.27
Low 99.64 99.84 0.20 0.2% 99.61
Close 100.08 100.02 -0.06 -0.1% 100.00
Range 0.57 1.08 0.51 89.5% 1.66
ATR 0.93 0.94 0.01 1.1% 0.00
Volume 16,990 18,555 1,565 9.2% 61,422
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.50 102.84 100.61
R3 102.42 101.76 100.32
R2 101.34 101.34 100.22
R1 100.68 100.68 100.12 100.47
PP 100.26 100.26 100.26 100.16
S1 99.60 99.60 99.92 99.39
S2 99.18 99.18 99.82
S3 98.10 98.52 99.72
S4 97.02 97.44 99.43
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 105.27 104.30 100.91
R3 103.61 102.64 100.46
R2 101.95 101.95 100.30
R1 100.98 100.98 100.15 100.64
PP 100.29 100.29 100.29 100.12
S1 99.32 99.32 99.85 98.98
S2 98.63 98.63 99.70
S3 96.97 97.66 99.54
S4 95.31 96.00 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.92 99.56 1.36 1.4% 0.90 0.9% 34% True False 17,502
10 101.35 99.56 1.79 1.8% 0.90 0.9% 26% False False 17,926
20 101.35 96.10 5.25 5.2% 0.88 0.9% 75% False False 17,517
40 101.35 95.59 5.76 5.8% 0.91 0.9% 77% False False 14,251
60 101.35 93.72 7.63 7.6% 0.91 0.9% 83% False False 11,761
80 101.35 93.72 7.63 7.6% 0.88 0.9% 83% False False 10,192
100 101.35 88.69 12.66 12.7% 0.83 0.8% 89% False False 8,725
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.51
2.618 103.75
1.618 102.67
1.000 102.00
0.618 101.59
HIGH 100.92
0.618 100.51
0.500 100.38
0.382 100.25
LOW 99.84
0.618 99.17
1.000 98.76
1.618 98.09
2.618 97.01
4.250 95.25
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 100.38 100.24
PP 100.26 100.17
S1 100.14 100.09

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

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