NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 99.83 100.82 0.99 1.0% 100.49
High 100.99 100.93 -0.06 -0.1% 102.20
Low 99.78 99.87 0.09 0.1% 98.74
Close 100.77 100.26 -0.51 -0.5% 99.76
Range 1.21 1.06 -0.15 -12.4% 3.46
ATR 1.35 1.33 -0.02 -1.5% 0.00
Volume 291,271 252,605 -38,666 -13.3% 1,182,346
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 103.53 102.96 100.84
R3 102.47 101.90 100.55
R2 101.41 101.41 100.45
R1 100.84 100.84 100.36 100.60
PP 100.35 100.35 100.35 100.23
S1 99.78 99.78 100.16 99.54
S2 99.29 99.29 100.07
S3 98.23 98.72 99.97
S4 97.17 97.66 99.68
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
5 100.99 98.91 2.08 2.1% 1.17 1.2% 65% False False 239,743
10 102.20 98.74 3.46 3.5% 1.27 1.3% 44% False False 238,903
20 104.10 98.74 5.36 5.3% 1.23 1.2% 28% False False 215,680
40 104.10 96.42 7.68 7.7% 1.30 1.3% 50% False False 153,264
60 104.10 96.42 7.68 7.7% 1.35 1.3% 50% False False 121,734
80 104.10 91.17 12.93 12.9% 1.33 1.3% 70% False False 103,059
100 104.10 90.97 13.13 13.1% 1.29 1.3% 71% False False 89,130
120 104.10 90.97 13.13 13.1% 1.27 1.3% 71% False False 80,619
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.44
2.618 103.71
1.618 102.65
1.000 101.99
0.618 101.59
HIGH 100.93
0.618 100.53
0.500 100.40
0.382 100.27
LOW 99.87
0.618 99.21
1.000 98.81
1.618 98.15
2.618 97.09
4.250 95.37
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 100.40 100.23
PP 100.35 100.19
S1 100.31 100.16

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

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