NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 100.38 100.91 0.53 0.5% 101.69
High 101.63 101.32 -0.31 -0.3% 101.97
Low 100.28 99.92 -0.36 -0.4% 98.86
Close 101.14 100.44 -0.70 -0.7% 101.14
Range 1.35 1.40 0.05 3.7% 3.11
ATR 1.48 1.47 -0.01 -0.4% 0.00
Volume 193,532 254,884 61,352 31.7% 1,025,692
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.76 104.00 101.21
R3 103.36 102.60 100.83
R2 101.96 101.96 100.70
R1 101.20 101.20 100.57 100.88
PP 100.56 100.56 100.56 100.40
S1 99.80 99.80 100.31 99.48
S2 99.16 99.16 100.18
S3 97.76 98.40 100.06
S4 96.36 97.00 99.67
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
5 101.63 98.86 2.77 2.8% 1.49 1.5% 57% False False 222,601
10 102.24 98.80 3.44 3.4% 1.41 1.4% 48% False False 207,748
20 102.24 97.00 5.24 5.2% 1.47 1.5% 66% False False 196,275
40 104.48 97.00 7.48 7.4% 1.46 1.5% 46% False False 132,267
60 104.48 91.39 13.09 13.0% 1.43 1.4% 69% False False 100,289
80 104.48 91.35 13.13 13.1% 1.36 1.4% 69% False False 79,731
100 104.48 91.35 13.13 13.1% 1.32 1.3% 69% False False 66,574
120 104.48 91.35 13.13 13.1% 1.28 1.3% 69% False False 57,246
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.27
2.618 104.99
1.618 103.59
1.000 102.72
0.618 102.19
HIGH 101.32
0.618 100.79
0.500 100.62
0.382 100.45
LOW 99.92
0.618 99.05
1.000 98.52
1.618 97.65
2.618 96.25
4.250 93.97
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 100.62 100.41
PP 100.56 100.38
S1 100.50 100.35

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

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