NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 98.06 98.36 0.30 0.3% 98.99
High 98.34 98.97 0.63 0.6% 99.31
Low 97.77 97.90 0.13 0.1% 97.67
Close 98.25 98.15 -0.10 -0.1% 98.05
Range 0.57 1.07 0.50 87.7% 1.64
ATR 0.92 0.93 0.01 1.2% 0.00
Volume 32,679 37,700 5,021 15.4% 144,076
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.55 100.92 98.74
R3 100.48 99.85 98.44
R2 99.41 99.41 98.35
R1 98.78 98.78 98.25 98.56
PP 98.34 98.34 98.34 98.23
S1 97.71 97.71 98.05 97.49
S2 97.27 97.27 97.95
S3 96.20 96.64 97.86
S4 95.13 95.57 97.56
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 103.26 102.30 98.95
R3 101.62 100.66 98.50
R2 99.98 99.98 98.35
R1 99.02 99.02 98.20 98.68
PP 98.34 98.34 98.34 98.18
S1 97.38 97.38 97.90 97.04
S2 96.70 96.70 97.75
S3 95.06 95.74 97.60
S4 93.42 94.10 97.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.97 97.67 1.30 1.3% 0.89 0.9% 37% True False 35,874
10 99.31 97.67 1.64 1.7% 0.87 0.9% 29% False False 39,987
20 99.31 94.31 5.00 5.1% 0.89 0.9% 77% False False 39,932
40 99.31 93.98 5.33 5.4% 0.94 1.0% 78% False False 40,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.52
2.618 101.77
1.618 100.70
1.000 100.04
0.618 99.63
HIGH 98.97
0.618 98.56
0.500 98.44
0.382 98.31
LOW 97.90
0.618 97.24
1.000 96.83
1.618 96.17
2.618 95.10
4.250 93.35
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 98.44 98.32
PP 98.34 98.26
S1 98.25 98.21

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

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