NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 100.91 100.69 -0.22 -0.2% 101.69
High 101.32 102.71 1.39 1.4% 101.97
Low 99.92 100.68 0.76 0.8% 98.86
Close 100.44 102.56 2.12 2.1% 101.14
Range 1.40 2.03 0.63 45.0% 3.11
ATR 1.47 1.53 0.06 3.9% 0.00
Volume 254,884 299,549 44,665 17.5% 1,025,692
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.07 107.35 103.68
R3 106.04 105.32 103.12
R2 104.01 104.01 102.93
R1 103.29 103.29 102.75 103.65
PP 101.98 101.98 101.98 102.17
S1 101.26 101.26 102.37 101.62
S2 99.95 99.95 102.19
S3 97.92 99.23 102.00
S4 95.89 97.20 101.44
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
5 102.71 98.86 3.85 3.8% 1.43 1.4% 96% True False 234,998
10 102.71 98.86 3.85 3.8% 1.46 1.4% 96% True False 216,001
20 102.71 97.00 5.71 5.6% 1.47 1.4% 97% True False 206,265
40 104.48 97.00 7.48 7.3% 1.48 1.4% 74% False False 138,467
60 104.48 91.39 13.09 12.8% 1.44 1.4% 85% False False 104,702
80 104.48 91.35 13.13 12.8% 1.37 1.3% 85% False False 83,197
100 104.48 91.35 13.13 12.8% 1.32 1.3% 85% False False 69,479
120 104.48 91.35 13.13 12.8% 1.29 1.3% 85% False False 59,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.34
2.618 108.02
1.618 105.99
1.000 104.74
0.618 103.96
HIGH 102.71
0.618 101.93
0.500 101.70
0.382 101.46
LOW 100.68
0.618 99.43
1.000 98.65
1.618 97.40
2.618 95.37
4.250 92.05
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 102.27 102.15
PP 101.98 101.73
S1 101.70 101.32

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

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