NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 99.37 99.99 0.62 0.6% 99.15
High 100.24 101.39 1.15 1.1% 100.42
Low 99.26 99.72 0.46 0.5% 98.18
Close 99.94 101.05 1.11 1.1% 99.31
Range 0.98 1.67 0.69 70.4% 2.24
ATR 1.23 1.26 0.03 2.5% 0.00
Volume 94,726 124,945 30,219 31.9% 509,746
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 105.73 105.06 101.97
R3 104.06 103.39 101.51
R2 102.39 102.39 101.36
R1 101.72 101.72 101.20 102.06
PP 100.72 100.72 100.72 100.89
S1 100.05 100.05 100.90 100.39
S2 99.05 99.05 100.74
S3 97.38 98.38 100.59
S4 95.71 96.71 100.13
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 106.02 104.91 100.54
R3 103.78 102.67 99.93
R2 101.54 101.54 99.72
R1 100.43 100.43 99.52 100.99
PP 99.30 99.30 99.30 99.58
S1 98.19 98.19 99.10 98.75
S2 97.06 97.06 98.90
S3 94.82 95.95 98.69
S4 92.58 93.71 98.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 98.91 2.48 2.5% 1.24 1.2% 86% True False 119,394
10 101.39 98.10 3.29 3.3% 1.20 1.2% 90% True False 96,473
20 103.11 98.10 5.01 5.0% 1.21 1.2% 59% False False 76,904
40 103.11 95.94 7.17 7.1% 1.22 1.2% 71% False False 58,055
60 103.11 95.73 7.38 7.3% 1.26 1.2% 72% False False 47,765
80 103.11 92.12 10.99 10.9% 1.21 1.2% 81% False False 39,455
100 103.11 90.40 12.71 12.6% 1.17 1.2% 84% False False 33,744
120 103.11 90.40 12.71 12.6% 1.12 1.1% 84% False False 29,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 108.49
2.618 105.76
1.618 104.09
1.000 103.06
0.618 102.42
HIGH 101.39
0.618 100.75
0.500 100.56
0.382 100.36
LOW 99.72
0.618 98.69
1.000 98.05
1.618 97.02
2.618 95.35
4.250 92.62
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 100.89 100.77
PP 100.72 100.49
S1 100.56 100.22

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

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