NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 102.11 102.96 0.85 0.8% 99.37
High 103.01 104.29 1.28 1.2% 101.98
Low 101.69 102.78 1.09 1.1% 99.26
Close 102.33 104.07 1.74 1.7% 101.58
Range 1.32 1.51 0.19 14.4% 2.72
ATR 1.18 1.24 0.06 4.7% 0.00
Volume 249,769 272,127 22,358 9.0% 699,225
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 108.24 107.67 104.90
R3 106.73 106.16 104.49
R2 105.22 105.22 104.35
R1 104.65 104.65 104.21 104.94
PP 103.71 103.71 103.71 103.86
S1 103.14 103.14 103.93 103.43
S2 102.20 102.20 103.79
S3 100.69 101.63 103.65
S4 99.18 100.12 103.24
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
5 104.29 100.82 3.47 3.3% 1.10 1.1% 94% True False 218,350
10 104.29 99.04 5.25 5.0% 1.14 1.1% 96% True False 168,836
20 104.29 98.10 6.19 5.9% 1.16 1.1% 96% True False 120,838
40 104.29 97.30 6.99 6.7% 1.19 1.1% 97% True False 83,646
60 104.29 95.73 8.56 8.2% 1.25 1.2% 97% True False 66,158
80 104.29 92.85 11.44 11.0% 1.22 1.2% 98% True False 53,821
100 104.29 90.40 13.89 13.3% 1.20 1.2% 98% True False 45,503
120 104.29 90.40 13.89 13.3% 1.13 1.1% 98% True False 39,188
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 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.71
2.618 108.24
1.618 106.73
1.000 105.80
0.618 105.22
HIGH 104.29
0.618 103.71
0.500 103.54
0.382 103.36
LOW 102.78
0.618 101.85
1.000 101.27
1.618 100.34
2.618 98.83
4.250 96.36
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 103.89 103.68
PP 103.71 103.29
S1 103.54 102.91

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

View Archives - Comment on this page... - Back to Index of Symbols