NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 99.32 99.40 0.08 0.1% 98.76
High 99.58 101.64 2.06 2.1% 99.91
Low 98.62 99.40 0.78 0.8% 97.89
Close 99.47 101.21 1.74 1.7% 99.47
Range 0.96 2.24 1.28 133.3% 2.02
ATR 1.30 1.36 0.07 5.2% 0.00
Volume 53,510 53,719 209 0.4% 296,139
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.47 106.58 102.44
R3 105.23 104.34 101.83
R2 102.99 102.99 101.62
R1 102.10 102.10 101.42 102.55
PP 100.75 100.75 100.75 100.97
S1 99.86 99.86 101.00 100.31
S2 98.51 98.51 100.80
S3 96.27 97.62 100.59
S4 94.03 95.38 99.98
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.15 104.33 100.58
R3 103.13 102.31 100.03
R2 101.11 101.11 99.84
R1 100.29 100.29 99.66 100.70
PP 99.09 99.09 99.09 99.30
S1 98.27 98.27 99.28 98.68
S2 97.07 97.07 99.10
S3 95.05 96.25 98.91
S4 93.03 94.23 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.64 98.24 3.40 3.4% 1.27 1.3% 87% True False 59,659
10 101.64 94.76 6.88 6.8% 1.41 1.4% 94% True False 52,770
20 101.64 93.13 8.51 8.4% 1.37 1.4% 95% True False 44,403
40 101.64 91.35 10.29 10.2% 1.30 1.3% 96% True False 33,537
60 101.64 91.35 10.29 10.2% 1.24 1.2% 96% True False 27,214
80 101.64 91.35 10.29 10.2% 1.19 1.2% 96% True False 23,350
100 101.64 91.35 10.29 10.2% 1.18 1.2% 96% True False 19,975
120 101.64 91.35 10.29 10.2% 1.13 1.1% 96% True False 17,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111.16
2.618 107.50
1.618 105.26
1.000 103.88
0.618 103.02
HIGH 101.64
0.618 100.78
0.500 100.52
0.382 100.26
LOW 99.40
0.618 98.02
1.000 97.16
1.618 95.78
2.618 93.54
4.250 89.88
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 100.98 100.79
PP 100.75 100.36
S1 100.52 99.94

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

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