NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 100.76 99.72 -1.04 -1.0% 103.70
High 100.76 99.89 -0.87 -0.9% 103.83
Low 99.35 98.74 -0.61 -0.6% 100.48
Close 99.74 99.42 -0.32 -0.3% 100.60
Range 1.41 1.15 -0.26 -18.4% 3.35
ATR 1.39 1.37 -0.02 -1.2% 0.00
Volume 282,979 235,455 -47,524 -16.8% 1,184,711
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 102.80 102.26 100.05
R3 101.65 101.11 99.74
R2 100.50 100.50 99.63
R1 99.96 99.96 99.53 99.66
PP 99.35 99.35 99.35 99.20
S1 98.81 98.81 99.31 98.51
S2 98.20 98.20 99.21
S3 97.05 97.66 99.10
S4 95.90 96.51 98.79
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 111.69 109.49 102.44
R3 108.34 106.14 101.52
R2 104.99 104.99 101.21
R1 102.79 102.79 100.91 102.22
PP 101.64 101.64 101.64 101.35
S1 99.44 99.44 100.29 98.87
S2 98.29 98.29 99.99
S3 94.94 96.09 99.68
S4 91.59 92.74 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 98.74 3.46 3.5% 1.36 1.4% 20% False True 238,063
10 103.92 98.74 5.18 5.2% 1.28 1.3% 13% False True 233,495
20 104.10 98.39 5.71 5.7% 1.32 1.3% 18% False False 183,596
40 104.10 96.42 7.68 7.7% 1.36 1.4% 39% False False 132,661
60 104.10 94.55 9.55 9.6% 1.36 1.4% 51% False False 105,820
80 104.10 90.97 13.13 13.2% 1.33 1.3% 64% False False 91,252
100 104.10 90.97 13.13 13.2% 1.28 1.3% 64% False False 79,106
120 104.10 90.97 13.13 13.2% 1.27 1.3% 64% False False 72,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 102.90
1.618 101.75
1.000 101.04
0.618 100.60
HIGH 99.89
0.618 99.45
0.500 99.32
0.382 99.18
LOW 98.74
0.618 98.03
1.000 97.59
1.618 96.88
2.618 95.73
4.250 93.85
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 99.39 100.47
PP 99.35 100.12
S1 99.32 99.77

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

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