NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 97.70 97.64 -0.06 -0.1% 96.36
High 97.85 97.90 0.05 0.1% 96.99
Low 97.14 97.62 0.48 0.5% 95.73
Close 97.53 97.82 0.29 0.3% 96.45
Range 0.71 0.28 -0.43 -60.6% 1.26
ATR 0.64 0.62 -0.02 -3.0% 0.00
Volume 2,005 2,570 565 28.2% 7,996
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 98.62 98.50 97.97
R3 98.34 98.22 97.90
R2 98.06 98.06 97.87
R1 97.94 97.94 97.85 98.00
PP 97.78 97.78 97.78 97.81
S1 97.66 97.66 97.79 97.72
S2 97.50 97.50 97.77
S3 97.22 97.38 97.74
S4 96.94 97.10 97.67
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 97.90 95.73 2.17 2.2% 0.63 0.6% 96% True False 2,038
10 97.90 95.73 2.17 2.2% 0.55 0.6% 96% True False 1,669
20 97.90 94.86 3.04 3.1% 0.52 0.5% 97% True False 1,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.09
2.618 98.63
1.618 98.35
1.000 98.18
0.618 98.07
HIGH 97.90
0.618 97.79
0.500 97.76
0.382 97.73
LOW 97.62
0.618 97.45
1.000 97.34
1.618 97.17
2.618 96.89
4.250 96.43
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 97.80 97.66
PP 97.78 97.50
S1 97.76 97.34

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

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