NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 99.13 98.59 -0.54 -0.5% 98.81
High 99.45 100.25 0.80 0.8% 100.25
Low 98.09 98.25 0.16 0.2% 97.00
Close 98.90 99.46 0.56 0.6% 99.46
Range 1.36 2.00 0.64 47.1% 3.25
ATR 1.54 1.57 0.03 2.1% 0.00
Volume 244,866 191,289 -53,577 -21.9% 1,057,525
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.32 104.39 100.56
R3 103.32 102.39 100.01
R2 101.32 101.32 99.83
R1 100.39 100.39 99.64 100.86
PP 99.32 99.32 99.32 99.55
S1 98.39 98.39 99.28 98.86
S2 97.32 97.32 99.09
S3 95.32 96.39 98.91
S4 93.32 94.39 98.36
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.65 107.31 101.25
R3 105.40 104.06 100.35
R2 102.15 102.15 100.06
R1 100.81 100.81 99.76 101.48
PP 98.90 98.90 98.90 99.24
S1 97.56 97.56 99.16 98.23
S2 95.65 95.65 98.86
S3 92.40 94.31 98.57
S4 89.15 91.06 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.25 97.00 3.25 3.3% 1.60 1.6% 76% True False 211,505
10 102.25 97.00 5.25 5.3% 1.60 1.6% 47% False False 179,364
20 104.48 97.00 7.48 7.5% 1.63 1.6% 33% False False 126,262
40 104.48 94.36 10.12 10.2% 1.47 1.5% 50% False False 87,869
60 104.48 91.35 13.13 13.2% 1.42 1.4% 62% False False 66,557
80 104.48 91.35 13.13 13.2% 1.33 1.3% 62% False False 53,961
100 104.48 91.35 13.13 13.2% 1.27 1.3% 62% False False 45,426
120 104.48 91.35 13.13 13.2% 1.25 1.3% 62% False False 39,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.75
2.618 105.49
1.618 103.49
1.000 102.25
0.618 101.49
HIGH 100.25
0.618 99.49
0.500 99.25
0.382 99.01
LOW 98.25
0.618 97.01
1.000 96.25
1.618 95.01
2.618 93.01
4.250 89.75
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 99.39 99.36
PP 99.32 99.27
S1 99.25 99.17

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

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