NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 103.90 103.84 -0.06 -0.1% 100.05
High 104.65 104.35 -0.30 -0.3% 104.65
Low 103.48 103.78 0.30 0.3% 100.03
Close 103.82 104.16 0.34 0.3% 103.82
Range 1.17 0.57 -0.60 -51.3% 4.62
ATR 1.05 1.02 -0.03 -3.3% 0.00
Volume 53,244 39,979 -13,265 -24.9% 174,936
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.81 105.55 104.47
R3 105.24 104.98 104.32
R2 104.67 104.67 104.26
R1 104.41 104.41 104.21 104.54
PP 104.10 104.10 104.10 104.16
S1 103.84 103.84 104.11 103.97
S2 103.53 103.53 104.06
S3 102.96 103.27 104.00
S4 102.39 102.70 103.85
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 116.69 114.88 106.36
R3 112.07 110.26 105.09
R2 107.45 107.45 104.67
R1 105.64 105.64 104.24 106.55
PP 102.83 102.83 102.83 103.29
S1 101.02 101.02 103.40 101.93
S2 98.21 98.21 102.97
S3 93.59 96.40 102.55
S4 88.97 91.78 101.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.65 101.03 3.62 3.5% 1.07 1.0% 86% False False 39,190
10 104.65 99.14 5.51 5.3% 1.03 1.0% 91% False False 29,606
20 104.65 98.84 5.81 5.6% 0.97 0.9% 92% False False 23,691
40 104.65 95.59 9.06 8.7% 0.94 0.9% 95% False False 18,798
60 104.65 94.08 10.57 10.1% 0.95 0.9% 95% False False 15,206
80 104.65 93.72 10.93 10.5% 0.92 0.9% 96% False False 13,008
100 104.65 90.54 14.11 13.5% 0.87 0.8% 97% False False 11,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.77
2.618 105.84
1.618 105.27
1.000 104.92
0.618 104.70
HIGH 104.35
0.618 104.13
0.500 104.07
0.382 104.00
LOW 103.78
0.618 103.43
1.000 103.21
1.618 102.86
2.618 102.29
4.250 101.36
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 104.13 103.87
PP 104.10 103.57
S1 104.07 103.28

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

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