NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 100.27 100.12 -0.15 -0.1% 99.96
High 101.18 100.93 -0.25 -0.2% 101.18
Low 99.71 99.93 0.22 0.2% 98.91
Close 99.99 100.59 0.60 0.6% 99.99
Range 1.47 1.00 -0.47 -32.0% 2.27
ATR 1.34 1.31 -0.02 -1.8% 0.00
Volume 271,341 211,648 -59,693 -22.0% 1,256,427
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 103.48 103.04 101.14
R3 102.48 102.04 100.87
R2 101.48 101.48 100.77
R1 101.04 101.04 100.68 101.26
PP 100.48 100.48 100.48 100.60
S1 100.04 100.04 100.50 100.26
S2 99.48 99.48 100.41
S3 98.48 99.04 100.32
S4 97.48 98.04 100.04
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 106.84 105.68 101.24
R3 104.57 103.41 100.61
R2 102.30 102.30 100.41
R1 101.14 101.14 100.20 101.72
PP 100.03 100.03 100.03 100.32
S1 98.87 98.87 99.78 99.45
S2 97.76 97.76 99.57
S3 95.49 96.60 99.37
S4 93.22 94.33 98.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.18 99.32 1.86 1.8% 1.17 1.2% 68% False False 255,614
10 102.20 98.74 3.46 3.4% 1.24 1.2% 53% False False 241,883
20 104.10 98.74 5.36 5.3% 1.26 1.3% 35% False False 225,885
40 104.10 96.42 7.68 7.6% 1.32 1.3% 54% False False 159,312
60 104.10 96.42 7.68 7.6% 1.35 1.3% 54% False False 127,796
80 104.10 92.57 11.53 11.5% 1.32 1.3% 70% False False 107,854
100 104.10 90.97 13.13 13.1% 1.29 1.3% 73% False False 93,368
120 104.10 90.97 13.13 13.1% 1.27 1.3% 73% False False 83,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.18
2.618 103.55
1.618 102.55
1.000 101.93
0.618 101.55
HIGH 100.93
0.618 100.55
0.500 100.43
0.382 100.31
LOW 99.93
0.618 99.31
1.000 98.93
1.618 98.31
2.618 97.31
4.250 95.68
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 100.54 100.54
PP 100.48 100.49
S1 100.43 100.45

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

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