NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 103.95 104.14 0.19 0.2% 100.05
High 104.64 104.42 -0.22 -0.2% 104.65
Low 103.45 103.65 0.20 0.2% 100.03
Close 103.91 103.85 -0.06 -0.1% 103.82
Range 1.19 0.77 -0.42 -35.3% 4.62
ATR 1.03 1.01 -0.02 -1.8% 0.00
Volume 33,770 33,383 -387 -1.1% 174,936
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.28 105.84 104.27
R3 105.51 105.07 104.06
R2 104.74 104.74 103.99
R1 104.30 104.30 103.92 104.14
PP 103.97 103.97 103.97 103.89
S1 103.53 103.53 103.78 103.37
S2 103.20 103.20 103.71
S3 102.43 102.76 103.64
S4 101.66 101.99 103.43
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
5 104.65 101.90 2.75 2.6% 1.17 1.1% 71% False False 37,863
10 104.65 99.14 5.51 5.3% 1.06 1.0% 85% False False 32,767
20 104.65 99.14 5.51 5.3% 0.98 0.9% 85% False False 25,346
40 104.65 95.59 9.06 8.7% 0.94 0.9% 91% False False 20,189
60 104.65 94.61 10.04 9.7% 0.94 0.9% 92% False False 16,084
80 104.65 93.72 10.93 10.5% 0.92 0.9% 93% False False 13,708
100 104.65 90.54 14.11 13.6% 0.88 0.8% 94% False False 11,714
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.69
2.618 106.44
1.618 105.67
1.000 105.19
0.618 104.90
HIGH 104.42
0.618 104.13
0.500 104.04
0.382 103.94
LOW 103.65
0.618 103.17
1.000 102.88
1.618 102.40
2.618 101.63
4.250 100.38
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 104.04 104.05
PP 103.97 103.98
S1 103.91 103.92

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

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