NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 101.56 102.13 0.57 0.6% 100.12
High 102.23 103.09 0.86 0.8% 102.65
Low 101.39 101.97 0.58 0.6% 99.93
Close 102.02 102.61 0.59 0.6% 102.02
Range 0.84 1.12 0.28 33.3% 2.72
ATR 1.26 1.25 -0.01 -0.8% 0.00
Volume 147,896 121,114 -26,782 -18.1% 1,123,669
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 105.92 105.38 103.23
R3 104.80 104.26 102.92
R2 103.68 103.68 102.82
R1 103.14 103.14 102.71 103.41
PP 102.56 102.56 102.56 102.69
S1 102.02 102.02 102.51 102.29
S2 101.44 101.44 102.40
S3 100.32 100.90 102.30
S4 99.20 99.78 101.99
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
5 103.09 100.36 2.73 2.7% 1.09 1.1% 82% True False 206,627
10 103.09 99.32 3.77 3.7% 1.13 1.1% 87% True False 231,120
20 103.65 98.74 4.91 4.8% 1.23 1.2% 79% False False 234,090
40 104.10 98.14 5.96 5.8% 1.27 1.2% 75% False False 174,322
60 104.10 96.42 7.68 7.5% 1.35 1.3% 81% False False 140,719
80 104.10 93.67 10.43 10.2% 1.32 1.3% 86% False False 118,145
100 104.10 90.97 13.13 12.8% 1.31 1.3% 89% False False 102,151
120 104.10 90.97 13.13 12.8% 1.27 1.2% 89% False False 91,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.85
2.618 106.02
1.618 104.90
1.000 104.21
0.618 103.78
HIGH 103.09
0.618 102.66
0.500 102.53
0.382 102.40
LOW 101.97
0.618 101.28
1.000 100.85
1.618 100.16
2.618 99.04
4.250 97.21
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 102.58 102.47
PP 102.56 102.32
S1 102.53 102.18

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

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