NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 99.29 100.38 1.09 1.1% 101.69
High 100.49 101.63 1.14 1.1% 101.97
Low 99.07 100.28 1.21 1.2% 98.86
Close 100.29 101.14 0.85 0.8% 101.14
Range 1.42 1.35 -0.07 -4.9% 3.11
ATR 1.49 1.48 -0.01 -0.7% 0.00
Volume 195,430 193,532 -1,898 -1.0% 1,025,692
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.07 104.45 101.88
R3 103.72 103.10 101.51
R2 102.37 102.37 101.39
R1 101.75 101.75 101.26 102.06
PP 101.02 101.02 101.02 101.17
S1 100.40 100.40 101.02 100.71
S2 99.67 99.67 100.89
S3 98.32 99.05 100.77
S4 96.97 97.70 100.40
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.99 108.67 102.85
R3 106.88 105.56 102.00
R2 103.77 103.77 101.71
R1 102.45 102.45 101.43 101.56
PP 100.66 100.66 100.66 100.21
S1 99.34 99.34 100.85 98.45
S2 97.55 97.55 100.57
S3 94.44 96.23 100.28
S4 91.33 93.12 99.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.97 98.86 3.11 3.1% 1.42 1.4% 73% False False 205,138
10 102.24 98.80 3.44 3.4% 1.39 1.4% 68% False False 197,430
20 102.25 97.00 5.25 5.2% 1.50 1.5% 79% False False 188,397
40 104.48 96.08 8.40 8.3% 1.49 1.5% 60% False False 127,071
60 104.48 91.35 13.13 13.0% 1.43 1.4% 75% False False 96,579
80 104.48 91.35 13.13 13.0% 1.36 1.3% 75% False False 76,778
100 104.48 91.35 13.13 13.0% 1.32 1.3% 75% False False 64,128
120 104.48 91.35 13.13 13.0% 1.27 1.3% 75% False False 55,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.37
2.618 105.16
1.618 103.81
1.000 102.98
0.618 102.46
HIGH 101.63
0.618 101.11
0.500 100.96
0.382 100.80
LOW 100.28
0.618 99.45
1.000 98.93
1.618 98.10
2.618 96.75
4.250 94.54
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 101.08 100.84
PP 101.02 100.54
S1 100.96 100.25

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

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