NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 97.92 98.81 0.89 0.9% 102.20
High 98.95 99.01 0.06 0.1% 102.25
Low 97.75 97.00 -0.75 -0.8% 97.19
Close 98.56 97.62 -0.94 -1.0% 98.56
Range 1.20 2.01 0.81 67.5% 5.06
ATR 1.56 1.59 0.03 2.1% 0.00
Volume 126,249 146,507 20,258 16.0% 736,122
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.91 102.77 98.73
R3 101.90 100.76 98.17
R2 99.89 99.89 97.99
R1 98.75 98.75 97.80 98.32
PP 97.88 97.88 97.88 97.66
S1 96.74 96.74 97.44 96.31
S2 95.87 95.87 97.25
S3 93.86 94.73 97.07
S4 91.85 92.72 96.51
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 114.51 111.60 101.34
R3 109.45 106.54 99.95
R2 104.39 104.39 99.49
R1 101.48 101.48 99.02 100.41
PP 99.33 99.33 99.33 98.80
S1 96.42 96.42 98.10 95.35
S2 94.27 94.27 97.63
S3 89.21 91.36 97.17
S4 84.15 86.30 95.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.99 97.00 3.99 4.1% 1.63 1.7% 16% False True 157,061
10 104.23 97.00 7.23 7.4% 1.77 1.8% 9% False True 126,274
20 104.48 97.00 7.48 7.7% 1.59 1.6% 8% False True 92,717
40 104.48 93.13 11.35 11.6% 1.45 1.5% 40% False False 67,863
60 104.48 91.35 13.13 13.5% 1.37 1.4% 48% False False 52,541
80 104.48 91.35 13.13 13.5% 1.31 1.3% 48% False False 43,032
100 104.48 91.35 13.13 13.5% 1.26 1.3% 48% False False 36,773
120 104.48 91.35 13.13 13.5% 1.23 1.3% 48% False False 31,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.55
2.618 104.27
1.618 102.26
1.000 101.02
0.618 100.25
HIGH 99.01
0.618 98.24
0.500 98.01
0.382 97.77
LOW 97.00
0.618 95.76
1.000 94.99
1.618 93.75
2.618 91.74
4.250 88.46
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 98.01 98.01
PP 97.88 97.88
S1 97.75 97.75

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

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