NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 103.85 103.82 -0.03 0.0% 103.11
High 104.44 103.82 -0.62 -0.6% 103.87
Low 102.99 102.55 -0.44 -0.4% 102.39
Close 103.77 103.24 -0.53 -0.5% 103.85
Range 1.45 1.27 -0.18 -12.4% 1.48
ATR 0.98 1.00 0.02 2.1% 0.00
Volume 14,965 28,788 13,823 92.4% 128,588
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.01 106.40 103.94
R3 105.74 105.13 103.59
R2 104.47 104.47 103.47
R1 103.86 103.86 103.36 103.53
PP 103.20 103.20 103.20 103.04
S1 102.59 102.59 103.12 102.26
S2 101.93 101.93 103.01
S3 100.66 101.32 102.89
S4 99.39 100.05 102.54
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
5 104.44 102.55 1.89 1.8% 1.11 1.1% 37% False True 21,240
10 104.44 102.28 2.16 2.1% 1.01 1.0% 44% False False 24,534
20 104.44 98.25 6.19 6.0% 1.00 1.0% 81% False False 19,420
40 104.44 94.76 9.68 9.4% 0.91 0.9% 88% False False 14,434
60 104.44 93.88 10.56 10.2% 0.88 0.8% 89% False False 11,827
80 104.44 93.00 11.44 11.1% 0.82 0.8% 90% False False 10,105
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.22
2.618 107.14
1.618 105.87
1.000 105.09
0.618 104.60
HIGH 103.82
0.618 103.33
0.500 103.19
0.382 103.04
LOW 102.55
0.618 101.77
1.000 101.28
1.618 100.50
2.618 99.23
4.250 97.15
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 103.22 103.50
PP 103.20 103.41
S1 103.19 103.33

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

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