NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 101.15 101.68 0.53 0.5% 99.37
High 101.77 102.49 0.72 0.7% 101.98
Low 100.97 101.52 0.55 0.5% 99.26
Close 101.58 102.11 0.53 0.5% 101.58
Range 0.80 0.97 0.17 21.3% 2.72
ATR 1.19 1.17 -0.02 -1.3% 0.00
Volume 144,384 218,477 74,093 51.3% 699,225
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 104.95 104.50 102.64
R3 103.98 103.53 102.38
R2 103.01 103.01 102.29
R1 102.56 102.56 102.20 102.79
PP 102.04 102.04 102.04 102.15
S1 101.59 101.59 102.02 101.82
S2 101.07 101.07 101.93
S3 100.10 100.62 101.84
S4 99.13 99.65 101.58
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 109.10 108.06 103.08
R3 106.38 105.34 102.33
R2 103.66 103.66 102.08
R1 102.62 102.62 101.83 103.14
PP 100.94 100.94 100.94 101.20
S1 99.90 99.90 101.33 100.42
S2 98.22 98.22 101.08
S3 95.50 97.18 100.83
S4 92.78 94.46 100.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.49 99.72 2.77 2.7% 1.03 1.0% 86% True False 164,595
10 102.49 98.57 3.92 3.8% 1.07 1.0% 90% True False 135,499
20 102.75 98.10 4.65 4.6% 1.16 1.1% 86% False False 101,345
40 103.11 97.28 5.83 5.7% 1.18 1.2% 83% False False 71,739
60 103.11 95.73 7.38 7.2% 1.25 1.2% 86% False False 57,952
80 103.11 92.85 10.26 10.0% 1.21 1.2% 90% False False 47,683
100 103.11 90.40 12.71 12.4% 1.18 1.2% 92% False False 40,390
120 103.11 90.40 12.71 12.4% 1.12 1.1% 92% False False 34,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.61
2.618 105.03
1.618 104.06
1.000 103.46
0.618 103.09
HIGH 102.49
0.618 102.12
0.500 102.01
0.382 101.89
LOW 101.52
0.618 100.92
1.000 100.55
1.618 99.95
2.618 98.98
4.250 97.40
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 102.08 101.96
PP 102.04 101.81
S1 102.01 101.66

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

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