NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 100.63 101.91 1.28 1.3% 99.96
High 102.05 102.65 0.60 0.6% 101.18
Low 100.36 101.83 1.47 1.5% 98.91
Close 101.70 102.37 0.67 0.7% 99.99
Range 1.69 0.82 -0.87 -51.5% 2.27
ATR 1.34 1.31 -0.03 -2.1% 0.00
Volume 253,588 234,477 -19,111 -7.5% 1,256,427
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 104.74 104.38 102.82
R3 103.92 103.56 102.60
R2 103.10 103.10 102.52
R1 102.74 102.74 102.45 102.92
PP 102.28 102.28 102.28 102.38
S1 101.92 101.92 102.29 102.10
S2 101.46 101.46 102.22
S3 100.64 101.10 102.14
S4 99.82 100.28 101.92
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
5 102.65 99.71 2.94 2.9% 1.21 1.2% 90% True False 244,731
10 102.65 98.74 3.91 3.8% 1.20 1.2% 93% True False 240,522
20 104.10 98.74 5.36 5.2% 1.27 1.2% 68% False False 235,247
40 104.10 97.26 6.84 6.7% 1.29 1.3% 75% False False 168,287
60 104.10 96.42 7.68 7.5% 1.35 1.3% 77% False False 134,473
80 104.10 92.68 11.42 11.2% 1.33 1.3% 85% False False 112,878
100 104.10 90.97 13.13 12.8% 1.30 1.3% 87% False False 97,817
120 104.10 90.97 13.13 12.8% 1.27 1.2% 87% False False 87,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 106.14
2.618 104.80
1.618 103.98
1.000 103.47
0.618 103.16
HIGH 102.65
0.618 102.34
0.500 102.24
0.382 102.14
LOW 101.83
0.618 101.32
1.000 101.01
1.618 100.50
2.618 99.68
4.250 98.35
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 102.33 102.01
PP 102.28 101.65
S1 102.24 101.29

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

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