NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 102.20 102.73 0.53 0.5% 101.23
High 102.99 102.84 -0.15 -0.1% 103.11
Low 101.88 102.00 0.12 0.1% 101.23
Close 102.40 102.74 0.34 0.3% 102.40
Range 1.11 0.84 -0.27 -24.3% 1.88
ATR 1.26 1.23 -0.03 -2.4% 0.00
Volume 61,631 52,432 -9,199 -14.9% 213,808
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.05 104.73 103.20
R3 104.21 103.89 102.97
R2 103.37 103.37 102.89
R1 103.05 103.05 102.82 103.21
PP 102.53 102.53 102.53 102.61
S1 102.21 102.21 102.66 102.37
S2 101.69 101.69 102.59
S3 100.85 101.37 102.51
S4 100.01 100.53 102.28
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.89 107.02 103.43
R3 106.01 105.14 102.92
R2 104.13 104.13 102.74
R1 103.26 103.26 102.57 103.70
PP 102.25 102.25 102.25 102.46
S1 101.38 101.38 102.23 101.82
S2 100.37 100.37 102.06
S3 98.49 99.50 101.88
S4 96.61 97.62 101.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.11 101.23 1.88 1.8% 1.12 1.1% 80% False False 53,248
10 103.11 98.55 4.56 4.4% 1.18 1.1% 92% False False 55,173
20 103.11 97.28 5.83 5.7% 1.21 1.2% 94% False False 42,134
40 103.11 95.73 7.38 7.2% 1.29 1.3% 95% False False 36,256
60 103.11 92.85 10.26 10.0% 1.23 1.2% 96% False False 29,795
80 103.11 90.40 12.71 12.4% 1.18 1.2% 97% False False 25,151
100 103.11 90.40 12.71 12.4% 1.11 1.1% 97% False False 21,659
120 103.11 90.40 12.71 12.4% 1.07 1.0% 97% False False 19,017
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.41
2.618 105.04
1.618 104.20
1.000 103.68
0.618 103.36
HIGH 102.84
0.618 102.52
0.500 102.42
0.382 102.32
LOW 102.00
0.618 101.48
1.000 101.16
1.618 100.64
2.618 99.80
4.250 98.43
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 102.63 102.62
PP 102.53 102.50
S1 102.42 102.38

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

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