NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 101.42 102.00 0.58 0.6% 100.70
High 101.88 102.22 0.34 0.3% 101.88
Low 101.41 101.18 -0.23 -0.2% 100.22
Close 101.88 101.50 -0.38 -0.4% 101.88
Range 0.47 1.04 0.57 121.3% 1.66
ATR 0.79 0.80 0.02 2.3% 0.00
Volume 5,448 6,744 1,296 23.8% 41,444
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.75 104.17 102.07
R3 103.71 103.13 101.79
R2 102.67 102.67 101.69
R1 102.09 102.09 101.60 101.86
PP 101.63 101.63 101.63 101.52
S1 101.05 101.05 101.40 100.82
S2 100.59 100.59 101.31
S3 99.55 100.01 101.21
S4 98.51 98.97 100.93
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
5 102.22 100.22 2.00 2.0% 0.76 0.7% 64% True False 7,478
10 102.22 98.07 4.15 4.1% 0.83 0.8% 83% True False 8,568
20 102.22 96.55 5.67 5.6% 0.78 0.8% 87% True False 7,544
40 102.22 93.32 8.90 8.8% 0.71 0.7% 92% True False 5,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.64
2.618 104.94
1.618 103.90
1.000 103.26
0.618 102.86
HIGH 102.22
0.618 101.82
0.500 101.70
0.382 101.58
LOW 101.18
0.618 100.54
1.000 100.14
1.618 99.50
2.618 98.46
4.250 96.76
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 101.70 101.57
PP 101.63 101.55
S1 101.57 101.52

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

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