NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 97.46 98.60 1.14 1.2% 102.20
High 98.98 99.26 0.28 0.3% 102.25
Low 97.28 98.33 1.05 1.1% 97.19
Close 98.88 99.17 0.29 0.3% 98.56
Range 1.70 0.93 -0.77 -45.3% 5.06
ATR 1.60 1.55 -0.05 -3.0% 0.00
Volume 198,668 276,195 77,527 39.0% 736,122
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.71 101.37 99.68
R3 100.78 100.44 99.43
R2 99.85 99.85 99.34
R1 99.51 99.51 99.26 99.68
PP 98.92 98.92 98.92 99.01
S1 98.58 98.58 99.08 98.75
S2 97.99 97.99 99.00
S3 97.06 97.65 98.91
S4 96.13 96.72 98.66
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 99.26 97.00 2.26 2.3% 1.34 1.4% 96% True False 183,418
10 102.32 97.00 5.32 5.4% 1.58 1.6% 41% False False 157,579
20 104.48 97.00 7.48 7.5% 1.55 1.6% 29% False False 110,708
40 104.48 94.36 10.12 10.2% 1.44 1.5% 48% False False 78,542
60 104.48 91.35 13.13 13.2% 1.38 1.4% 60% False False 59,971
80 104.48 91.35 13.13 13.2% 1.32 1.3% 60% False False 48,752
100 104.48 91.35 13.13 13.2% 1.26 1.3% 60% False False 41,293
120 104.48 91.35 13.13 13.2% 1.24 1.3% 60% False False 35,579
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 101.69
1.618 100.76
1.000 100.19
0.618 99.83
HIGH 99.26
0.618 98.90
0.500 98.80
0.382 98.69
LOW 98.33
0.618 97.76
1.000 97.40
1.618 96.83
2.618 95.90
4.250 94.38
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 99.05 98.82
PP 98.92 98.48
S1 98.80 98.13

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

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