NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 100.05 101.47 1.42 1.4% 100.17
High 101.56 102.04 0.48 0.5% 100.92
Low 100.03 101.03 1.00 1.0% 99.14
Close 101.51 101.42 -0.09 -0.1% 100.07
Range 1.53 1.01 -0.52 -34.0% 1.78
ATR 0.97 0.97 0.00 0.3% 0.00
Volume 18,962 38,691 19,729 104.0% 98,128
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.53 103.98 101.98
R3 103.52 102.97 101.70
R2 102.51 102.51 101.61
R1 101.96 101.96 101.51 101.73
PP 101.50 101.50 101.50 101.38
S1 100.95 100.95 101.33 100.72
S2 100.49 100.49 101.23
S3 99.48 99.94 101.14
S4 98.47 98.93 100.86
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.51 101.05
R3 103.60 102.73 100.56
R2 101.82 101.82 100.40
R1 100.95 100.95 100.23 100.50
PP 100.04 100.04 100.04 99.82
S1 99.17 99.17 99.91 98.72
S2 98.26 98.26 99.74
S3 96.48 97.39 99.58
S4 94.70 95.61 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.04 99.14 2.90 2.9% 1.07 1.1% 79% True False 24,362
10 102.04 99.14 2.90 2.9% 1.01 1.0% 79% True False 20,217
20 102.04 97.10 4.94 4.9% 0.91 0.9% 87% True False 19,663
40 102.04 95.59 6.45 6.4% 0.92 0.9% 90% True False 15,800
60 102.04 93.72 8.32 8.2% 0.93 0.9% 93% True False 13,041
80 102.04 93.72 8.32 8.2% 0.90 0.9% 93% True False 11,310
100 102.04 89.65 12.39 12.2% 0.85 0.8% 95% True False 9,640
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.33
2.618 104.68
1.618 103.67
1.000 103.05
0.618 102.66
HIGH 102.04
0.618 101.65
0.500 101.54
0.382 101.42
LOW 101.03
0.618 100.41
1.000 100.02
1.618 99.40
2.618 98.39
4.250 96.74
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 101.54 101.24
PP 101.50 101.06
S1 101.46 100.89

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

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