NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 99.49 99.43 -0.06 -0.1% 98.81
High 100.29 100.25 -0.04 0.0% 100.25
Low 99.05 98.80 -0.25 -0.3% 97.00
Close 99.60 99.19 -0.41 -0.4% 99.46
Range 1.24 1.45 0.21 16.9% 3.25
ATR 1.55 1.54 -0.01 -0.5% 0.00
Volume 151,710 217,013 65,303 43.0% 1,057,525
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.76 102.93 99.99
R3 102.31 101.48 99.59
R2 100.86 100.86 99.46
R1 100.03 100.03 99.32 99.72
PP 99.41 99.41 99.41 99.26
S1 98.58 98.58 99.06 98.27
S2 97.96 97.96 98.92
S3 96.51 97.13 98.79
S4 95.06 95.68 98.39
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
5 100.29 98.09 2.20 2.2% 1.40 1.4% 50% False False 216,214
10 100.29 97.00 3.29 3.3% 1.47 1.5% 67% False False 196,529
20 104.48 97.00 7.48 7.5% 1.61 1.6% 29% False False 139,502
40 104.48 94.62 9.86 9.9% 1.47 1.5% 46% False False 94,852
60 104.48 91.35 13.13 13.2% 1.44 1.4% 60% False False 72,337
80 104.48 91.35 13.13 13.2% 1.33 1.3% 60% False False 58,299
100 104.48 91.35 13.13 13.2% 1.28 1.3% 60% False False 48,997
120 104.48 91.35 13.13 13.2% 1.26 1.3% 60% False False 42,178
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.41
2.618 104.05
1.618 102.60
1.000 101.70
0.618 101.15
HIGH 100.25
0.618 99.70
0.500 99.53
0.382 99.35
LOW 98.80
0.618 97.90
1.000 97.35
1.618 96.45
2.618 95.00
4.250 92.64
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 99.53 99.27
PP 99.41 99.24
S1 99.30 99.22

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

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