NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 101.69 101.53 -0.16 -0.2% 99.49
High 101.97 101.57 -0.40 -0.4% 102.24
Low 100.88 99.28 -1.60 -1.6% 98.80
Close 101.58 99.74 -1.84 -1.8% 101.67
Range 1.09 2.29 1.20 110.1% 3.44
ATR 1.47 1.53 0.06 4.0% 0.00
Volume 167,570 237,564 69,994 41.8% 948,616
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.69 101.00
R3 104.78 103.40 100.37
R2 102.49 102.49 100.16
R1 101.11 101.11 99.95 100.66
PP 100.20 100.20 100.20 99.97
S1 98.82 98.82 99.53 98.37
S2 97.91 97.91 99.32
S3 95.62 96.53 99.11
S4 93.33 94.24 98.48
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 99.10 3.14 3.1% 1.49 1.5% 20% False False 197,005
10 102.24 98.09 4.15 4.2% 1.45 1.4% 40% False False 206,610
20 102.83 97.00 5.83 5.8% 1.59 1.6% 47% False False 171,533
40 104.48 94.76 9.72 9.7% 1.50 1.5% 51% False False 114,827
60 104.48 91.35 13.13 13.2% 1.43 1.4% 64% False False 87,473
80 104.48 91.35 13.13 13.2% 1.33 1.3% 64% False False 69,801
100 104.48 91.35 13.13 13.2% 1.31 1.3% 64% False False 58,260
120 104.48 91.35 13.13 13.2% 1.28 1.3% 64% False False 50,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.30
2.618 107.57
1.618 105.28
1.000 103.86
0.618 102.99
HIGH 101.57
0.618 100.70
0.500 100.43
0.382 100.15
LOW 99.28
0.618 97.86
1.000 96.99
1.618 95.57
2.618 93.28
4.250 89.55
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 100.43 100.76
PP 100.20 100.42
S1 99.97 100.08

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

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