NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 99.15 98.66 -0.49 -0.5% 99.93
High 99.65 99.59 -0.06 -0.1% 101.41
Low 98.18 98.57 0.39 0.4% 98.10
Close 98.73 98.65 -0.08 -0.1% 99.04
Range 1.47 1.02 -0.45 -30.6% 3.31
ATR 1.27 1.25 -0.02 -1.4% 0.00
Volume 72,450 59,995 -12,455 -17.2% 348,039
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 102.00 101.34 99.21
R3 100.98 100.32 98.93
R2 99.96 99.96 98.84
R1 99.30 99.30 98.74 99.12
PP 98.94 98.94 98.94 98.85
S1 98.28 98.28 98.56 98.10
S2 97.92 97.92 98.46
S3 96.90 97.26 98.37
S4 95.88 96.24 98.09
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 109.45 107.55 100.86
R3 106.14 104.24 99.95
R2 102.83 102.83 99.65
R1 100.93 100.93 99.34 100.23
PP 99.52 99.52 99.52 99.16
S1 97.62 97.62 98.74 96.92
S2 96.21 96.21 98.43
S3 92.90 94.31 98.13
S4 89.59 91.00 97.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.06 98.10 1.96 2.0% 1.15 1.2% 28% False False 73,553
10 101.73 98.10 3.63 3.7% 1.15 1.2% 15% False False 69,810
20 103.11 98.10 5.01 5.1% 1.20 1.2% 11% False False 62,624
40 103.11 95.73 7.38 7.5% 1.24 1.3% 40% False False 48,316
60 103.11 95.73 7.38 7.5% 1.23 1.2% 40% False False 39,605
80 103.11 90.49 12.62 12.8% 1.21 1.2% 65% False False 33,069
100 103.11 90.40 12.71 12.9% 1.15 1.2% 65% False False 28,202
120 103.11 90.40 12.71 12.9% 1.11 1.1% 65% False False 24,662
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.93
2.618 102.26
1.618 101.24
1.000 100.61
0.618 100.22
HIGH 99.59
0.618 99.20
0.500 99.08
0.382 98.96
LOW 98.57
0.618 97.94
1.000 97.55
1.618 96.92
2.618 95.90
4.250 94.24
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 99.08 98.92
PP 98.94 98.83
S1 98.79 98.74

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

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