NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 98.60 99.13 0.53 0.5% 102.20
High 99.26 99.45 0.19 0.2% 102.25
Low 98.33 98.09 -0.24 -0.2% 97.19
Close 99.17 98.90 -0.27 -0.3% 98.56
Range 0.93 1.36 0.43 46.2% 5.06
ATR 1.55 1.54 -0.01 -0.9% 0.00
Volume 276,195 244,866 -31,329 -11.3% 736,122
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.89 102.26 99.65
R3 101.53 100.90 99.27
R2 100.17 100.17 99.15
R1 99.54 99.54 99.02 99.18
PP 98.81 98.81 98.81 98.63
S1 98.18 98.18 98.78 97.82
S2 97.45 97.45 98.65
S3 96.09 96.82 98.53
S4 94.73 95.46 98.15
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 99.45 97.00 2.45 2.5% 1.44 1.5% 78% True False 198,497
10 102.32 97.00 5.32 5.4% 1.53 1.6% 36% False False 172,287
20 104.48 97.00 7.48 7.6% 1.58 1.6% 25% False False 119,071
40 104.48 94.36 10.12 10.2% 1.44 1.5% 45% False False 84,002
60 104.48 91.35 13.13 13.3% 1.39 1.4% 58% False False 63,656
80 104.48 91.35 13.13 13.3% 1.32 1.3% 58% False False 51,709
100 104.48 91.35 13.13 13.3% 1.26 1.3% 58% False False 43,604
120 104.48 91.35 13.13 13.3% 1.24 1.3% 58% False False 37,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 103.01
1.618 101.65
1.000 100.81
0.618 100.29
HIGH 99.45
0.618 98.93
0.500 98.77
0.382 98.61
LOW 98.09
0.618 97.25
1.000 96.73
1.618 95.89
2.618 94.53
4.250 92.31
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 98.86 98.72
PP 98.81 98.54
S1 98.77 98.37

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

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