NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 102.13 102.60 0.47 0.5% 100.12
High 103.09 102.86 -0.23 -0.2% 102.65
Low 101.97 102.13 0.16 0.2% 99.93
Close 102.61 102.44 -0.17 -0.2% 102.02
Range 1.12 0.73 -0.39 -34.8% 2.72
ATR 1.25 1.22 -0.04 -3.0% 0.00
Volume 121,114 40,810 -80,304 -66.3% 1,123,669
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 104.67 104.28 102.84
R3 103.94 103.55 102.64
R2 103.21 103.21 102.57
R1 102.82 102.82 102.51 102.65
PP 102.48 102.48 102.48 102.39
S1 102.09 102.09 102.37 101.92
S2 101.75 101.75 102.31
S3 101.02 101.36 102.24
S4 100.29 100.63 102.04
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
5 103.09 101.27 1.82 1.8% 0.90 0.9% 64% False False 164,071
10 103.09 99.71 3.38 3.3% 1.09 1.1% 81% False False 210,081
20 103.09 98.74 4.35 4.2% 1.16 1.1% 85% False False 219,944
40 104.10 98.14 5.96 5.8% 1.25 1.2% 72% False False 173,584
60 104.10 96.42 7.68 7.5% 1.33 1.3% 78% False False 140,662
80 104.10 93.67 10.43 10.2% 1.31 1.3% 84% False False 117,796
100 104.10 90.97 13.13 12.8% 1.30 1.3% 87% False False 102,348
120 104.10 90.97 13.13 12.8% 1.26 1.2% 87% False False 91,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 105.96
2.618 104.77
1.618 104.04
1.000 103.59
0.618 103.31
HIGH 102.86
0.618 102.58
0.500 102.50
0.382 102.41
LOW 102.13
0.618 101.68
1.000 101.40
1.618 100.95
2.618 100.22
4.250 99.03
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 102.50 102.37
PP 102.48 102.31
S1 102.46 102.24

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

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