NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 96.11 96.41 0.30 0.3% 96.36
High 96.52 96.67 0.15 0.2% 96.99
Low 95.73 96.21 0.48 0.5% 95.73
Close 96.50 96.45 -0.05 -0.1% 96.45
Range 0.79 0.46 -0.33 -41.8% 1.26
ATR 0.60 0.59 -0.01 -1.6% 0.00
Volume 2,515 1,898 -617 -24.5% 7,996
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 97.82 97.60 96.70
R3 97.36 97.14 96.58
R2 96.90 96.90 96.53
R1 96.68 96.68 96.49 96.79
PP 96.44 96.44 96.44 96.50
S1 96.22 96.22 96.41 96.33
S2 95.98 95.98 96.37
S3 95.52 95.76 96.32
S4 95.06 95.30 96.20
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 100.17 99.57 97.14
R3 98.91 98.31 96.80
R2 97.65 97.65 96.68
R1 97.05 97.05 96.57 97.35
PP 96.39 96.39 96.39 96.54
S1 95.79 95.79 96.33 96.09
S2 95.13 95.13 96.22
S3 93.87 94.53 96.10
S4 92.61 93.27 95.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.99 95.73 1.26 1.3% 0.53 0.6% 57% False False 1,599
10 97.28 95.73 1.55 1.6% 0.54 0.6% 46% False False 1,525
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.63
2.618 97.87
1.618 97.41
1.000 97.13
0.618 96.95
HIGH 96.67
0.618 96.49
0.500 96.44
0.382 96.39
LOW 96.21
0.618 95.93
1.000 95.75
1.618 95.47
2.618 95.01
4.250 94.26
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 96.45 96.42
PP 96.44 96.39
S1 96.44 96.36

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

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