NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 99.58 99.26 -0.32 -0.3% 96.77
High 99.72 100.01 0.29 0.3% 100.14
Low 99.33 99.26 -0.07 -0.1% 96.77
Close 99.72 99.74 0.02 0.0% 99.30
Range 0.39 0.75 0.36 92.3% 3.37
ATR 0.70 0.70 0.00 0.5% 0.00
Volume 6,034 4,105 -1,929 -32.0% 13,403
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.92 101.58 100.15
R3 101.17 100.83 99.95
R2 100.42 100.42 99.88
R1 100.08 100.08 99.81 100.25
PP 99.67 99.67 99.67 99.76
S1 99.33 99.33 99.67 99.50
S2 98.92 98.92 99.60
S3 98.17 98.58 99.53
S4 97.42 97.83 99.33
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 97.62 2.52 2.5% 0.77 0.8% 84% False False 4,066
10 100.14 95.73 4.41 4.4% 0.75 0.7% 91% False False 2,961
20 100.14 95.35 4.79 4.8% 0.62 0.6% 92% False False 2,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 103.20
2.618 101.97
1.618 101.22
1.000 100.76
0.618 100.47
HIGH 100.01
0.618 99.72
0.500 99.64
0.382 99.55
LOW 99.26
0.618 98.80
1.000 98.51
1.618 98.05
2.618 97.30
4.250 96.07
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 99.71 99.69
PP 99.67 99.65
S1 99.64 99.60

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

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