NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 101.34 101.69 0.35 0.3% 99.49
High 102.24 101.97 -0.27 -0.3% 102.24
Low 101.18 100.88 -0.30 -0.3% 98.80
Close 101.67 101.58 -0.09 -0.1% 101.67
Range 1.06 1.09 0.03 2.8% 3.44
ATR 1.50 1.47 -0.03 -2.0% 0.00
Volume 166,326 167,570 1,244 0.7% 948,616
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.75 104.25 102.18
R3 103.66 103.16 101.88
R2 102.57 102.57 101.78
R1 102.07 102.07 101.68 101.78
PP 101.48 101.48 101.48 101.33
S1 100.98 100.98 101.48 100.69
S2 100.39 100.39 101.38
S3 99.30 99.89 101.28
S4 98.21 98.80 100.98
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 111.22 109.89 103.56
R3 107.78 106.45 102.62
R2 104.34 104.34 102.30
R1 103.01 103.01 101.99 103.68
PP 100.90 100.90 100.90 101.24
S1 99.57 99.57 101.35 100.24
S2 97.46 97.46 101.04
S3 94.02 96.13 100.72
S4 90.58 92.69 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 98.80 3.44 3.4% 1.33 1.3% 81% False False 192,895
10 102.24 97.28 4.96 4.9% 1.39 1.4% 87% False False 202,720
20 104.23 97.00 7.23 7.1% 1.58 1.6% 63% False False 164,497
40 104.48 94.62 9.86 9.7% 1.47 1.4% 71% False False 110,248
60 104.48 91.35 13.13 12.9% 1.42 1.4% 78% False False 83,981
80 104.48 91.35 13.13 12.9% 1.32 1.3% 78% False False 67,167
100 104.48 91.35 13.13 12.9% 1.30 1.3% 78% False False 56,009
120 104.48 91.35 13.13 12.9% 1.26 1.2% 78% False False 48,278
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.60
2.618 104.82
1.618 103.73
1.000 103.06
0.618 102.64
HIGH 101.97
0.618 101.55
0.500 101.43
0.382 101.30
LOW 100.88
0.618 100.21
1.000 99.79
1.618 99.12
2.618 98.03
4.250 96.25
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 101.53 101.43
PP 101.48 101.28
S1 101.43 101.14

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

View Archives - Comment on this page... - Back to Index of Symbols