NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 100.13 99.62 -0.51 -0.5% 101.16
High 100.92 100.13 -0.79 -0.8% 101.27
Low 99.84 99.14 -0.70 -0.7% 99.61
Close 100.02 99.99 -0.03 0.0% 100.00
Range 1.08 0.99 -0.09 -8.3% 1.66
ATR 0.94 0.94 0.00 0.4% 0.00
Volume 18,555 27,015 8,460 45.6% 61,422
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.72 102.35 100.53
R3 101.73 101.36 100.26
R2 100.74 100.74 100.17
R1 100.37 100.37 100.08 100.56
PP 99.75 99.75 99.75 99.85
S1 99.38 99.38 99.90 99.57
S2 98.76 98.76 99.81
S3 97.77 98.39 99.72
S4 96.78 97.40 99.45
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 99.14 1.78 1.8% 0.93 0.9% 48% False True 19,222
10 101.35 99.14 2.21 2.2% 0.86 0.9% 38% False True 18,808
20 101.35 96.36 4.99 5.0% 0.88 0.9% 73% False False 18,264
40 101.35 95.59 5.76 5.8% 0.89 0.9% 76% False False 14,647
60 101.35 93.72 7.63 7.6% 0.91 0.9% 82% False False 12,114
80 101.35 93.72 7.63 7.6% 0.88 0.9% 82% False False 10,487
100 101.35 88.69 12.66 12.7% 0.83 0.8% 89% False False 8,968
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.34
2.618 102.72
1.618 101.73
1.000 101.12
0.618 100.74
HIGH 100.13
0.618 99.75
0.500 99.64
0.382 99.52
LOW 99.14
0.618 98.53
1.000 98.15
1.618 97.54
2.618 96.55
4.250 94.93
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 99.87 100.03
PP 99.75 100.02
S1 99.64 100.00

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

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