NYMEX Light Sweet Crude Oil Future November 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 102.74 103.11 0.37 0.4% 99.08
High 103.59 103.11 -0.48 -0.5% 103.59
Low 102.28 102.60 0.32 0.3% 99.08
Close 102.60 102.98 0.38 0.4% 102.60
Range 1.31 0.51 -0.80 -61.1% 4.51
ATR 0.99 0.96 -0.03 -3.5% 0.00
Volume 36,890 27,354 -9,536 -25.8% 120,453
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.43 104.21 103.26
R3 103.92 103.70 103.12
R2 103.41 103.41 103.07
R1 103.19 103.19 103.03 103.05
PP 102.90 102.90 102.90 102.82
S1 102.68 102.68 102.93 102.54
S2 102.39 102.39 102.89
S3 101.88 102.17 102.84
S4 101.37 101.66 102.70
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 115.29 113.45 105.08
R3 110.78 108.94 103.84
R2 106.27 106.27 103.43
R1 104.43 104.43 103.01 105.35
PP 101.76 101.76 101.76 102.22
S1 99.92 99.92 102.19 100.84
S2 97.25 97.25 101.77
S3 92.74 95.41 101.36
S4 88.23 90.90 100.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.59 100.02 3.57 3.5% 1.06 1.0% 83% False False 26,108
10 103.59 98.25 5.34 5.2% 0.98 1.0% 89% False False 19,186
20 103.59 97.98 5.61 5.4% 0.91 0.9% 89% False False 14,499
40 103.59 94.76 8.83 8.6% 0.86 0.8% 93% False False 11,296
60 103.59 93.88 9.71 9.4% 0.83 0.8% 94% False False 9,392
80 103.59 93.00 10.59 10.3% 0.78 0.8% 94% False False 8,280
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 104.45
1.618 103.94
1.000 103.62
0.618 103.43
HIGH 103.11
0.618 102.92
0.500 102.86
0.382 102.79
LOW 102.60
0.618 102.28
1.000 102.09
1.618 101.77
2.618 101.26
4.250 100.43
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 102.94 102.70
PP 102.90 102.43
S1 102.86 102.15

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

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