NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 98.14 100.02 1.88 1.9% 96.77
High 99.49 100.14 0.65 0.7% 100.14
Low 98.14 99.06 0.92 0.9% 96.77
Close 99.42 99.30 -0.12 -0.1% 99.30
Range 1.35 1.08 -0.27 -20.0% 3.37
ATR 0.69 0.72 0.03 4.0% 0.00
Volume 2,265 5,358 3,093 136.6% 13,403
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.74 102.10 99.89
R3 101.66 101.02 99.60
R2 100.58 100.58 99.50
R1 99.94 99.94 99.40 99.72
PP 99.50 99.50 99.50 99.39
S1 98.86 98.86 99.20 98.64
S2 98.42 98.42 99.10
S3 97.34 97.78 99.00
S4 96.26 96.70 98.71
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.85 107.44 101.15
R3 105.48 104.07 100.23
R2 102.11 102.11 99.92
R1 100.70 100.70 99.61 101.41
PP 98.74 98.74 98.74 99.09
S1 97.33 97.33 98.99 98.04
S2 95.37 95.37 98.68
S3 92.00 93.96 98.37
S4 88.63 90.59 97.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.14 96.77 3.37 3.4% 0.86 0.9% 75% True False 2,680
10 100.14 95.73 4.41 4.4% 0.70 0.7% 81% True False 2,139
20 100.14 95.07 5.07 5.1% 0.60 0.6% 83% True False 1,893
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.73
2.618 102.97
1.618 101.89
1.000 101.22
0.618 100.81
HIGH 100.14
0.618 99.73
0.500 99.60
0.382 99.47
LOW 99.06
0.618 98.39
1.000 97.98
1.618 97.31
2.618 96.23
4.250 94.47
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 99.60 99.16
PP 99.50 99.02
S1 99.40 98.88

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

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