NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 104.14 103.06 -1.08 -1.0% 101.68
High 104.39 103.94 -0.45 -0.4% 104.50
Low 102.64 102.61 -0.03 0.0% 101.52
Close 102.72 103.58 0.86 0.8% 104.35
Range 1.75 1.33 -0.42 -24.0% 2.98
ATR 1.20 1.21 0.01 0.8% 0.00
Volume 239,134 205,506 -33,628 -14.1% 1,060,117
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 107.37 106.80 104.31
R3 106.04 105.47 103.95
R2 104.71 104.71 103.82
R1 104.14 104.14 103.70 104.43
PP 103.38 103.38 103.38 103.52
S1 102.81 102.81 103.46 103.10
S2 102.05 102.05 103.34
S3 100.72 101.48 103.21
S4 99.39 100.15 102.85
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 112.40 111.35 105.99
R3 109.42 108.37 105.17
R2 106.44 106.44 104.90
R1 105.39 105.39 104.62 105.92
PP 103.46 103.46 103.46 103.72
S1 102.41 102.41 104.08 102.94
S2 100.48 100.48 103.80
S3 97.50 99.43 103.53
S4 94.52 96.45 102.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.50 102.61 1.89 1.8% 1.11 1.1% 51% False True 187,754
10 104.50 100.82 3.68 3.6% 1.11 1.1% 75% False False 203,052
20 104.50 98.10 6.40 6.2% 1.12 1.1% 86% False False 152,653
40 104.50 97.30 7.20 7.0% 1.17 1.1% 87% False False 103,578
60 104.50 95.73 8.77 8.5% 1.23 1.2% 90% False False 79,966
80 104.50 93.01 11.49 11.1% 1.22 1.2% 92% False False 64,827
100 104.50 90.40 14.10 13.6% 1.19 1.1% 93% False False 54,579
120 104.50 90.40 14.10 13.6% 1.13 1.1% 93% False False 46,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.59
2.618 107.42
1.618 106.09
1.000 105.27
0.618 104.76
HIGH 103.94
0.618 103.43
0.500 103.28
0.382 103.12
LOW 102.61
0.618 101.79
1.000 101.28
1.618 100.46
2.618 99.13
4.250 96.96
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 103.48 103.57
PP 103.38 103.56
S1 103.28 103.56

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

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