NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 103.34 103.56 0.22 0.2% 100.91
High 104.44 104.55 0.11 0.1% 104.44
Low 103.01 103.34 0.33 0.3% 99.92
Close 103.74 104.05 0.31 0.3% 103.74
Range 1.43 1.21 -0.22 -15.4% 4.52
ATR 1.48 1.46 -0.02 -1.3% 0.00
Volume 261,915 237,213 -24,702 -9.4% 1,363,177
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.61 107.04 104.72
R3 106.40 105.83 104.38
R2 105.19 105.19 104.27
R1 104.62 104.62 104.16 104.91
PP 103.98 103.98 103.98 104.12
S1 103.41 103.41 103.94 103.70
S2 102.77 102.77 103.83
S3 101.56 102.20 103.72
S4 100.35 100.99 103.38
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 116.26 114.52 106.23
R3 111.74 110.00 104.98
R2 107.22 107.22 104.57
R1 105.48 105.48 104.15 106.35
PP 102.70 102.70 102.70 103.14
S1 100.96 100.96 103.33 101.83
S2 98.18 98.18 102.91
S3 93.66 96.44 102.50
S4 89.14 91.92 101.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.55 100.68 3.87 3.7% 1.42 1.4% 87% True False 269,101
10 104.55 98.86 5.69 5.5% 1.46 1.4% 91% True False 245,851
20 104.55 97.28 7.27 7.0% 1.42 1.4% 93% True False 224,285
40 104.55 97.00 7.55 7.3% 1.51 1.4% 93% True False 158,501
60 104.55 93.13 11.42 11.0% 1.44 1.4% 96% True False 120,004
80 104.55 91.35 13.20 12.7% 1.38 1.3% 96% True False 95,477
100 104.55 91.35 13.20 12.7% 1.33 1.3% 96% True False 79,283
120 104.55 91.35 13.20 12.7% 1.29 1.2% 96% True False 68,025
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.69
2.618 107.72
1.618 106.51
1.000 105.76
0.618 105.30
HIGH 104.55
0.618 104.09
0.500 103.95
0.382 103.80
LOW 103.34
0.618 102.59
1.000 102.13
1.618 101.38
2.618 100.17
4.250 98.20
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 104.02 103.96
PP 103.98 103.87
S1 103.95 103.78

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

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