NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 103.91 104.35 0.44 0.4% 103.84
High 104.64 104.92 0.28 0.3% 104.92
Low 103.57 104.09 0.52 0.5% 103.45
Close 104.35 104.90 0.55 0.5% 104.90
Range 1.07 0.83 -0.24 -22.4% 1.47
ATR 1.02 1.00 -0.01 -1.3% 0.00
Volume 42,941 43,918 977 2.3% 193,991
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.13 106.84 105.36
R3 106.30 106.01 105.13
R2 105.47 105.47 105.05
R1 105.18 105.18 104.98 105.33
PP 104.64 104.64 104.64 104.71
S1 104.35 104.35 104.82 104.50
S2 103.81 103.81 104.75
S3 102.98 103.52 104.67
S4 102.15 102.69 104.44
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.83 108.34 105.71
R3 107.36 106.87 105.30
R2 105.89 105.89 105.17
R1 105.40 105.40 105.03 105.65
PP 104.42 104.42 104.42 104.55
S1 103.93 103.93 104.77 104.18
S2 102.95 102.95 104.63
S3 101.48 102.46 104.50
S4 100.01 100.99 104.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.92 103.45 1.47 1.4% 0.89 0.8% 99% True False 38,798
10 104.92 100.03 4.89 4.7% 1.07 1.0% 100% True False 36,892
20 104.92 99.14 5.78 5.5% 0.98 0.9% 100% True False 27,298
40 104.92 95.59 9.33 8.9% 0.96 0.9% 100% True False 21,596
60 104.92 94.61 10.31 9.8% 0.94 0.9% 100% True False 17,390
80 104.92 93.72 11.20 10.7% 0.93 0.9% 100% True False 14,684
100 104.92 90.54 14.38 13.7% 0.89 0.8% 100% True False 12,532
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.45
2.618 107.09
1.618 106.26
1.000 105.75
0.618 105.43
HIGH 104.92
0.618 104.60
0.500 104.51
0.382 104.41
LOW 104.09
0.618 103.58
1.000 103.26
1.618 102.75
2.618 101.92
4.250 100.56
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 104.77 104.68
PP 104.64 104.46
S1 104.51 104.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.