NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 98.66 98.96 0.30 0.3% 99.93
High 99.59 100.05 0.46 0.5% 101.41
Low 98.57 98.91 0.34 0.3% 98.10
Close 98.65 99.96 1.31 1.3% 99.04
Range 1.02 1.14 0.12 11.8% 3.31
ATR 1.25 1.26 0.01 0.9% 0.00
Volume 59,995 128,539 68,544 114.2% 348,039
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 103.06 102.65 100.59
R3 101.92 101.51 100.27
R2 100.78 100.78 100.17
R1 100.37 100.37 100.06 100.58
PP 99.64 99.64 99.64 99.74
S1 99.23 99.23 99.86 99.44
S2 98.50 98.50 99.75
S3 97.36 98.09 99.65
S4 96.22 96.95 99.33
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
5 100.05 98.10 1.95 2.0% 1.11 1.1% 95% True False 85,186
10 101.73 98.10 3.63 3.6% 1.19 1.2% 51% False False 72,841
20 103.11 98.10 5.01 5.0% 1.17 1.2% 37% False False 66,283
40 103.11 95.73 7.38 7.4% 1.23 1.2% 57% False False 50,751
60 103.11 95.73 7.38 7.4% 1.23 1.2% 57% False False 41,381
80 103.11 90.49 12.62 12.6% 1.21 1.2% 75% False False 34,443
100 103.11 90.40 12.71 12.7% 1.15 1.2% 75% False False 29,332
120 103.11 90.40 12.71 12.7% 1.11 1.1% 75% False False 25,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.90
2.618 103.03
1.618 101.89
1.000 101.19
0.618 100.75
HIGH 100.05
0.618 99.61
0.500 99.48
0.382 99.35
LOW 98.91
0.618 98.21
1.000 97.77
1.618 97.07
2.618 95.93
4.250 94.07
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 99.80 99.68
PP 99.64 99.40
S1 99.48 99.12

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

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