NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 97.23 97.25 0.02 0.0% 97.86
High 97.23 97.25 0.02 0.0% 98.11
Low 96.80 96.80 0.00 0.0% 96.80
Close 97.11 97.08 -0.03 0.0% 97.11
Range 0.43 0.45 0.02 4.7% 1.31
ATR 0.72 0.70 -0.02 -2.7% 0.00
Volume 2,203 2,781 578 26.2% 10,012
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 98.39 98.19 97.33
R3 97.94 97.74 97.20
R2 97.49 97.49 97.16
R1 97.29 97.29 97.12 97.17
PP 97.04 97.04 97.04 96.98
S1 96.84 96.84 97.04 96.72
S2 96.59 96.59 97.00
S3 96.14 96.39 96.96
S4 95.69 95.94 96.83
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 101.27 100.50 97.83
R3 99.96 99.19 97.47
R2 98.65 98.65 97.35
R1 97.88 97.88 97.23 97.61
PP 97.34 97.34 97.34 97.21
S1 96.57 96.57 96.99 96.30
S2 96.03 96.03 96.87
S3 94.72 95.26 96.75
S4 93.41 93.95 96.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.11 96.80 1.31 1.3% 0.58 0.6% 21% False True 2,558
10 98.22 96.32 1.90 2.0% 0.55 0.6% 40% False False 3,495
20 98.22 93.41 4.81 5.0% 0.61 0.6% 76% False False 3,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.16
2.618 98.43
1.618 97.98
1.000 97.70
0.618 97.53
HIGH 97.25
0.618 97.08
0.500 97.03
0.382 96.97
LOW 96.80
0.618 96.52
1.000 96.35
1.618 96.07
2.618 95.62
4.250 94.89
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 97.06 97.35
PP 97.04 97.26
S1 97.03 97.17

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

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