NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 99.85 100.52 0.67 0.7% 96.77
High 100.23 100.81 0.58 0.6% 100.14
Low 99.83 100.03 0.20 0.2% 96.77
Close 99.93 100.56 0.63 0.6% 99.30
Range 0.40 0.78 0.38 95.0% 3.37
ATR 0.69 0.70 0.01 2.0% 0.00
Volume 4,378 4,851 473 10.8% 13,403
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.81 102.46 100.99
R3 102.03 101.68 100.77
R2 101.25 101.25 100.70
R1 100.90 100.90 100.63 101.08
PP 100.47 100.47 100.47 100.55
S1 100.12 100.12 100.49 100.30
S2 99.69 99.69 100.42
S3 98.91 99.34 100.35
S4 98.13 98.56 100.13
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
5 100.81 99.06 1.75 1.7% 0.68 0.7% 86% True False 4,945
10 100.81 96.21 4.60 4.6% 0.71 0.7% 95% True False 3,466
20 100.81 95.73 5.08 5.1% 0.61 0.6% 95% True False 2,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.13
2.618 102.85
1.618 102.07
1.000 101.59
0.618 101.29
HIGH 100.81
0.618 100.51
0.500 100.42
0.382 100.33
LOW 100.03
0.618 99.55
1.000 99.25
1.618 98.77
2.618 97.99
4.250 96.72
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 100.51 100.39
PP 100.47 100.21
S1 100.42 100.04

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

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