NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 103.06 103.85 0.79 0.8% 103.11
High 103.70 104.44 0.74 0.7% 103.87
Low 102.63 102.99 0.36 0.4% 102.39
Close 103.40 103.77 0.37 0.4% 103.85
Range 1.07 1.45 0.38 35.5% 1.48
ATR 0.95 0.98 0.04 3.8% 0.00
Volume 15,366 14,965 -401 -2.6% 128,588
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.08 107.38 104.57
R3 106.63 105.93 104.17
R2 105.18 105.18 104.04
R1 104.48 104.48 103.90 104.11
PP 103.73 103.73 103.73 103.55
S1 103.03 103.03 103.64 102.66
S2 102.28 102.28 103.50
S3 100.83 101.58 103.37
S4 99.38 100.13 102.97
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.81 107.31 104.66
R3 106.33 105.83 104.26
R2 104.85 104.85 104.12
R1 104.35 104.35 103.99 104.60
PP 103.37 103.37 103.37 103.50
S1 102.87 102.87 103.71 103.12
S2 101.89 101.89 103.58
S3 100.41 101.39 103.44
S4 98.93 99.91 103.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.44 102.61 1.83 1.8% 1.07 1.0% 63% True False 21,508
10 104.44 100.71 3.73 3.6% 1.09 1.1% 82% True False 23,426
20 104.44 98.25 6.19 6.0% 0.97 0.9% 89% True False 18,445
40 104.44 94.76 9.68 9.3% 0.90 0.9% 93% True False 13,893
60 104.44 93.88 10.56 10.2% 0.88 0.8% 94% True False 11,417
80 104.44 93.00 11.44 11.0% 0.81 0.8% 94% True False 9,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 110.60
2.618 108.24
1.618 106.79
1.000 105.89
0.618 105.34
HIGH 104.44
0.618 103.89
0.500 103.72
0.382 103.54
LOW 102.99
0.618 102.09
1.000 101.54
1.618 100.64
2.618 99.19
4.250 96.83
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 103.75 103.69
PP 103.73 103.61
S1 103.72 103.54

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

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