NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 99.99 101.27 1.28 1.3% 99.15
High 101.39 101.98 0.59 0.6% 100.42
Low 99.72 101.17 1.45 1.5% 98.18
Close 101.05 101.74 0.69 0.7% 99.31
Range 1.67 0.81 -0.86 -51.5% 2.24
ATR 1.26 1.24 -0.02 -1.9% 0.00
Volume 124,945 128,173 3,228 2.6% 509,746
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 104.06 103.71 102.19
R3 103.25 102.90 101.96
R2 102.44 102.44 101.89
R1 102.09 102.09 101.81 102.27
PP 101.63 101.63 101.63 101.72
S1 101.28 101.28 101.67 101.46
S2 100.82 100.82 101.59
S3 100.01 100.47 101.52
S4 99.20 99.66 101.29
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
5 101.98 99.04 2.94 2.9% 1.17 1.2% 92% True False 119,321
10 101.98 98.10 3.88 3.8% 1.14 1.1% 94% True False 102,253
20 103.11 98.10 5.01 4.9% 1.20 1.2% 73% False False 80,616
40 103.11 96.37 6.74 6.6% 1.21 1.2% 80% False False 60,586
60 103.11 95.73 7.38 7.3% 1.25 1.2% 81% False False 49,655
80 103.11 92.12 10.99 10.8% 1.22 1.2% 88% False False 40,960
100 103.11 90.40 12.71 12.5% 1.17 1.2% 89% False False 34,978
120 103.11 90.40 12.71 12.5% 1.12 1.1% 89% False False 30,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.19
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 105.42
2.618 104.10
1.618 103.29
1.000 102.79
0.618 102.48
HIGH 101.98
0.618 101.67
0.500 101.58
0.382 101.48
LOW 101.17
0.618 100.67
1.000 100.36
1.618 99.86
2.618 99.05
4.250 97.73
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 101.69 101.37
PP 101.63 100.99
S1 101.58 100.62

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

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