NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 99.64 99.29 -0.35 -0.4% 99.49
High 99.83 100.49 0.66 0.7% 102.24
Low 98.86 99.07 0.21 0.2% 98.80
Close 99.62 100.29 0.67 0.7% 101.67
Range 0.97 1.42 0.45 46.4% 3.44
ATR 1.49 1.49 -0.01 -0.3% 0.00
Volume 231,596 195,430 -36,166 -15.6% 948,616
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.21 103.67 101.07
R3 102.79 102.25 100.68
R2 101.37 101.37 100.55
R1 100.83 100.83 100.42 101.10
PP 99.95 99.95 99.95 100.09
S1 99.41 99.41 100.16 99.68
S2 98.53 98.53 100.03
S3 97.11 97.99 99.90
S4 95.69 96.57 99.51
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 98.86 3.38 3.4% 1.37 1.4% 42% False False 199,697
10 102.24 98.25 3.99 4.0% 1.46 1.5% 51% False False 197,206
20 102.32 97.00 5.32 5.3% 1.49 1.5% 62% False False 184,747
40 104.48 95.95 8.53 8.5% 1.49 1.5% 51% False False 123,321
60 104.48 91.35 13.13 13.1% 1.44 1.4% 68% False False 93,741
80 104.48 91.35 13.13 13.1% 1.35 1.3% 68% False False 74,561
100 104.48 91.35 13.13 13.1% 1.31 1.3% 68% False False 62,301
120 104.48 91.35 13.13 13.1% 1.27 1.3% 68% False False 53,663
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.53
2.618 104.21
1.618 102.79
1.000 101.91
0.618 101.37
HIGH 100.49
0.618 99.95
0.500 99.78
0.382 99.61
LOW 99.07
0.618 98.19
1.000 97.65
1.618 96.77
2.618 95.35
4.250 93.04
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 100.12 100.27
PP 99.95 100.24
S1 99.78 100.22

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

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