NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 101.68 102.11 0.43 0.4% 99.37
High 102.49 103.01 0.52 0.5% 101.98
Low 101.52 101.69 0.17 0.2% 99.26
Close 102.11 102.33 0.22 0.2% 101.58
Range 0.97 1.32 0.35 36.1% 2.72
ATR 1.17 1.18 0.01 0.9% 0.00
Volume 218,477 249,769 31,292 14.3% 699,225
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 106.30 105.64 103.06
R3 104.98 104.32 102.69
R2 103.66 103.66 102.57
R1 103.00 103.00 102.45 103.33
PP 102.34 102.34 102.34 102.51
S1 101.68 101.68 102.21 102.01
S2 101.02 101.02 102.09
S3 99.70 100.36 101.97
S4 98.38 99.04 101.60
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
5 103.01 100.82 2.19 2.1% 0.96 0.9% 69% True False 189,560
10 103.01 98.91 4.10 4.0% 1.10 1.1% 83% True False 154,477
20 103.01 98.10 4.91 4.8% 1.13 1.1% 86% True False 112,143
40 103.11 97.28 5.83 5.7% 1.19 1.2% 87% False False 77,345
60 103.11 95.73 7.38 7.2% 1.25 1.2% 89% False False 61,863
80 103.11 92.85 10.26 10.0% 1.21 1.2% 92% False False 50,546
100 103.11 90.40 12.71 12.4% 1.19 1.2% 94% False False 42,824
120 103.11 90.40 12.71 12.4% 1.12 1.1% 94% False False 36,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.62
2.618 106.47
1.618 105.15
1.000 104.33
0.618 103.83
HIGH 103.01
0.618 102.51
0.500 102.35
0.382 102.19
LOW 101.69
0.618 100.87
1.000 100.37
1.618 99.55
2.618 98.23
4.250 96.08
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 102.35 102.22
PP 102.34 102.10
S1 102.34 101.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.