NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 101.87 101.95 0.08 0.1% 99.40
High 102.04 101.95 -0.09 -0.1% 102.15
Low 101.30 100.86 -0.44 -0.4% 99.40
Close 101.85 101.37 -0.48 -0.5% 101.37
Range 0.74 1.09 0.35 47.3% 2.75
ATR 1.30 1.29 -0.02 -1.2% 0.00
Volume 77,610 47,475 -30,135 -38.8% 240,134
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.66 104.11 101.97
R3 103.57 103.02 101.67
R2 102.48 102.48 101.57
R1 101.93 101.93 101.47 101.66
PP 101.39 101.39 101.39 101.26
S1 100.84 100.84 101.27 100.57
S2 100.30 100.30 101.17
S3 99.21 99.75 101.07
S4 98.12 98.66 100.77
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.22 108.05 102.88
R3 106.47 105.30 102.13
R2 103.72 103.72 101.87
R1 102.55 102.55 101.62 103.14
PP 100.97 100.97 100.97 101.27
S1 99.80 99.80 101.12 100.39
S2 98.22 98.22 100.87
S3 95.47 97.05 100.61
S4 92.72 94.30 99.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.15 98.62 3.53 3.5% 1.23 1.2% 78% False False 58,728
10 102.15 96.08 6.07 6.0% 1.32 1.3% 87% False False 58,330
20 102.15 94.36 7.79 7.7% 1.31 1.3% 90% False False 49,476
40 102.15 91.35 10.80 10.7% 1.31 1.3% 93% False False 36,704
60 102.15 91.35 10.80 10.7% 1.23 1.2% 93% False False 29,861
80 102.15 91.35 10.80 10.7% 1.18 1.2% 93% False False 25,217
100 102.15 91.35 10.80 10.7% 1.18 1.2% 93% False False 21,739
120 102.15 91.35 10.80 10.7% 1.13 1.1% 93% False False 18,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.58
2.618 104.80
1.618 103.71
1.000 103.04
0.618 102.62
HIGH 101.95
0.618 101.53
0.500 101.41
0.382 101.28
LOW 100.86
0.618 100.19
1.000 99.77
1.618 99.10
2.618 98.01
4.250 96.23
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 101.41 101.51
PP 101.39 101.46
S1 101.38 101.42

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

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