NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 99.72 99.17 -0.55 -0.6% 100.49
High 99.89 100.14 0.25 0.3% 102.20
Low 98.74 99.17 0.43 0.4% 98.74
Close 99.42 99.76 0.34 0.3% 99.76
Range 1.15 0.97 -0.18 -15.7% 3.46
ATR 1.37 1.34 -0.03 -2.1% 0.00
Volume 235,455 213,631 -21,824 -9.3% 1,182,346
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 102.60 102.15 100.29
R3 101.63 101.18 100.03
R2 100.66 100.66 99.94
R1 100.21 100.21 99.85 100.44
PP 99.69 99.69 99.69 99.80
S1 99.24 99.24 99.67 99.47
S2 98.72 98.72 99.58
S3 97.75 98.27 99.49
S4 96.78 97.30 99.23
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 110.61 108.65 101.66
R3 107.15 105.19 100.71
R2 103.69 103.69 100.39
R1 101.73 101.73 100.08 100.98
PP 100.23 100.23 100.23 99.86
S1 98.27 98.27 99.44 97.52
S2 96.77 96.77 99.13
S3 93.31 94.81 98.81
S4 89.85 91.35 97.86
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% 1.24 1.2% 29% False False 236,469
10 103.83 98.74 5.09 5.1% 1.26 1.3% 20% False False 236,705
20 104.10 98.74 5.36 5.4% 1.30 1.3% 19% False False 190,020
40 104.10 96.42 7.68 7.7% 1.35 1.3% 43% False False 136,066
60 104.10 95.23 8.87 8.9% 1.36 1.4% 51% False False 108,697
80 104.10 90.97 13.13 13.2% 1.33 1.3% 67% False False 93,463
100 104.10 90.97 13.13 13.2% 1.28 1.3% 67% False False 80,826
120 104.10 90.97 13.13 13.2% 1.27 1.3% 67% False False 73,484
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 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.26
2.618 102.68
1.618 101.71
1.000 101.11
0.618 100.74
HIGH 100.14
0.618 99.77
0.500 99.66
0.382 99.54
LOW 99.17
0.618 98.57
1.000 98.20
1.618 97.60
2.618 96.63
4.250 95.05
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 99.73 99.76
PP 99.69 99.75
S1 99.66 99.75

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

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