NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 100.12 100.63 0.51 0.5% 99.96
High 100.93 102.05 1.12 1.1% 101.18
Low 99.93 100.36 0.43 0.4% 98.91
Close 100.59 101.70 1.11 1.1% 99.99
Range 1.00 1.69 0.69 69.0% 2.27
ATR 1.31 1.34 0.03 2.1% 0.00
Volume 211,648 253,588 41,940 19.8% 1,256,427
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 106.44 105.76 102.63
R3 104.75 104.07 102.16
R2 103.06 103.06 102.01
R1 102.38 102.38 101.85 102.72
PP 101.37 101.37 101.37 101.54
S1 100.69 100.69 101.55 101.03
S2 99.68 99.68 101.39
S3 97.99 99.00 101.24
S4 96.30 97.31 100.77
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
5 102.05 99.71 2.34 2.3% 1.29 1.3% 85% True False 256,090
10 102.05 98.74 3.31 3.3% 1.26 1.2% 89% True False 245,372
20 104.10 98.74 5.36 5.3% 1.28 1.3% 55% False False 230,463
40 104.10 96.65 7.45 7.3% 1.31 1.3% 68% False False 163,976
60 104.10 96.42 7.68 7.6% 1.36 1.3% 69% False False 131,258
80 104.10 92.68 11.42 11.2% 1.33 1.3% 79% False False 110,404
100 104.10 90.97 13.13 12.9% 1.30 1.3% 82% False False 95,714
120 104.10 90.97 13.13 12.9% 1.27 1.3% 82% False False 85,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 109.23
2.618 106.47
1.618 104.78
1.000 103.74
0.618 103.09
HIGH 102.05
0.618 101.40
0.500 101.21
0.382 101.01
LOW 100.36
0.618 99.32
1.000 98.67
1.618 97.63
2.618 95.94
4.250 93.18
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 101.54 101.43
PP 101.37 101.15
S1 101.21 100.88

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

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