NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 99.46 99.81 0.35 0.4% 98.07
High 99.89 101.77 1.88 1.9% 98.97
Low 99.38 99.68 0.30 0.3% 97.38
Close 99.71 101.52 1.81 1.8% 98.21
Range 0.51 2.09 1.58 309.8% 1.59
ATR 0.92 1.00 0.08 9.1% 0.00
Volume 61,669 46,092 -15,577 -25.3% 195,418
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.26 106.48 102.67
R3 105.17 104.39 102.09
R2 103.08 103.08 101.90
R1 102.30 102.30 101.71 102.69
PP 100.99 100.99 100.99 101.19
S1 100.21 100.21 101.33 100.60
S2 98.90 98.90 101.14
S3 96.81 98.12 100.95
S4 94.72 96.03 100.37
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.96 102.17 99.08
R3 101.37 100.58 98.65
R2 99.78 99.78 98.50
R1 98.99 98.99 98.36 99.39
PP 98.19 98.19 98.19 98.38
S1 97.40 97.40 98.06 97.80
S2 96.60 96.60 97.92
S3 95.01 95.81 97.77
S4 93.42 94.22 97.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 97.85 3.92 3.9% 1.13 1.1% 94% True False 52,797
10 101.77 97.38 4.39 4.3% 1.01 1.0% 94% True False 45,317
20 101.77 96.41 5.36 5.3% 0.91 0.9% 95% True False 44,525
40 101.77 93.98 7.79 7.7% 0.96 0.9% 97% True False 42,034
60 101.77 92.25 9.52 9.4% 0.98 1.0% 97% True False 40,137
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 0.26
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 110.65
2.618 107.24
1.618 105.15
1.000 103.86
0.618 103.06
HIGH 101.77
0.618 100.97
0.500 100.73
0.382 100.48
LOW 99.68
0.618 98.39
1.000 97.59
1.618 96.30
2.618 94.21
4.250 90.80
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 101.26 101.15
PP 100.99 100.77
S1 100.73 100.40

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

View Archives - Comment on this page... - Back to Index of Symbols