NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 101.07 101.42 0.35 0.3% 100.70
High 101.67 101.88 0.21 0.2% 101.88
Low 100.92 101.41 0.49 0.5% 100.22
Close 101.47 101.88 0.41 0.4% 101.88
Range 0.75 0.47 -0.28 -37.3% 1.66
ATR 0.81 0.79 -0.02 -3.0% 0.00
Volume 8,009 5,448 -2,561 -32.0% 41,444
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.13 102.98 102.14
R3 102.66 102.51 102.01
R2 102.19 102.19 101.97
R1 102.04 102.04 101.92 102.12
PP 101.72 101.72 101.72 101.76
S1 101.57 101.57 101.84 101.65
S2 101.25 101.25 101.79
S3 100.78 101.10 101.75
S4 100.31 100.63 101.62
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.31 105.75 102.79
R3 104.65 104.09 102.34
R2 102.99 102.99 102.18
R1 102.43 102.43 102.03 102.71
PP 101.33 101.33 101.33 101.47
S1 100.77 100.77 101.73 101.05
S2 99.67 99.67 101.58
S3 98.01 99.11 101.42
S4 96.35 97.45 100.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.88 100.22 1.66 1.6% 0.63 0.6% 100% True False 8,288
10 101.88 97.20 4.68 4.6% 0.87 0.9% 100% True False 8,893
20 101.88 96.55 5.33 5.2% 0.75 0.7% 100% True False 7,333
40 101.88 93.32 8.56 8.4% 0.71 0.7% 100% True False 5,698
Crabel Price Patterns
NR True
NR4 True
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.88
2.618 103.11
1.618 102.64
1.000 102.35
0.618 102.17
HIGH 101.88
0.618 101.70
0.500 101.65
0.382 101.59
LOW 101.41
0.618 101.12
1.000 100.94
1.618 100.65
2.618 100.18
4.250 99.41
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 101.80 101.68
PP 101.72 101.49
S1 101.65 101.29

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.