NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 97.64 98.14 0.50 0.5% 96.36
High 97.90 99.49 1.59 1.6% 96.99
Low 97.62 98.14 0.52 0.5% 95.73
Close 97.82 99.42 1.60 1.6% 96.45
Range 0.28 1.35 1.07 382.1% 1.26
ATR 0.62 0.69 0.08 12.1% 0.00
Volume 2,570 2,265 -305 -11.9% 7,996
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.07 102.59 100.16
R3 101.72 101.24 99.79
R2 100.37 100.37 99.67
R1 99.89 99.89 99.54 100.13
PP 99.02 99.02 99.02 99.14
S1 98.54 98.54 99.30 98.78
S2 97.67 97.67 99.17
S3 96.32 97.19 99.05
S4 94.97 95.84 98.68
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 99.49 96.21 3.28 3.3% 0.74 0.7% 98% True False 1,988
10 99.49 95.73 3.76 3.8% 0.62 0.6% 98% True False 1,704
20 99.49 94.86 4.63 4.7% 0.57 0.6% 98% True False 1,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 103.02
1.618 101.67
1.000 100.84
0.618 100.32
HIGH 99.49
0.618 98.97
0.500 98.82
0.382 98.66
LOW 98.14
0.618 97.31
1.000 96.79
1.618 95.96
2.618 94.61
4.250 92.40
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 99.22 99.05
PP 99.02 98.68
S1 98.82 98.32

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

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