NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 102.03 101.56 -0.47 -0.5% 100.12
High 102.26 102.23 -0.03 0.0% 102.65
Low 101.27 101.39 0.12 0.1% 99.93
Close 101.50 102.02 0.52 0.5% 102.02
Range 0.99 0.84 -0.15 -15.2% 2.72
ATR 1.30 1.26 -0.03 -2.5% 0.00
Volume 276,060 147,896 -128,164 -46.4% 1,123,669
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 104.40 104.05 102.48
R3 103.56 103.21 102.25
R2 102.72 102.72 102.17
R1 102.37 102.37 102.10 102.55
PP 101.88 101.88 101.88 101.97
S1 101.53 101.53 101.94 101.71
S2 101.04 101.04 101.87
S3 100.20 100.69 101.79
S4 99.36 99.85 101.56
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 109.69 108.58 103.52
R3 106.97 105.86 102.77
R2 104.25 104.25 102.52
R1 103.14 103.14 102.27 103.70
PP 101.53 101.53 101.53 101.81
S1 100.42 100.42 101.77 100.98
S2 98.81 98.81 101.52
S3 96.09 97.70 101.27
S4 93.37 94.98 100.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.65 99.93 2.72 2.7% 1.07 1.0% 77% False False 224,733
10 102.65 98.91 3.74 3.7% 1.17 1.1% 83% False False 238,009
20 103.83 98.74 5.09 5.0% 1.22 1.2% 64% False False 237,357
40 104.10 97.45 6.65 6.5% 1.29 1.3% 69% False False 173,695
60 104.10 96.42 7.68 7.5% 1.35 1.3% 73% False False 139,344
80 104.10 93.67 10.43 10.2% 1.31 1.3% 80% False False 117,327
100 104.10 90.97 13.13 12.9% 1.30 1.3% 84% False False 101,242
120 104.10 90.97 13.13 12.9% 1.27 1.2% 84% False False 90,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.80
2.618 104.43
1.618 103.59
1.000 103.07
0.618 102.75
HIGH 102.23
0.618 101.91
0.500 101.81
0.382 101.71
LOW 101.39
0.618 100.87
1.000 100.55
1.618 100.03
2.618 99.19
4.250 97.82
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 101.95 102.00
PP 101.88 101.98
S1 101.81 101.96

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

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