NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 100.40 100.22 -0.18 -0.2% 98.56
High 100.76 101.00 0.24 0.2% 101.00
Low 100.15 100.06 -0.09 -0.1% 97.70
Close 100.37 100.51 0.14 0.1% 100.51
Range 0.61 0.94 0.33 54.1% 3.30
ATR 1.21 1.19 -0.02 -1.6% 0.00
Volume 36,176 26,738 -9,438 -26.1% 147,569
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.34 102.87 101.03
R3 102.40 101.93 100.77
R2 101.46 101.46 100.68
R1 100.99 100.99 100.60 101.23
PP 100.52 100.52 100.52 100.64
S1 100.05 100.05 100.42 100.29
S2 99.58 99.58 100.34
S3 98.64 99.11 100.25
S4 97.70 98.17 99.99
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.64 108.37 102.33
R3 106.34 105.07 101.42
R2 103.04 103.04 101.12
R1 101.77 101.77 100.81 102.41
PP 99.74 99.74 99.74 100.05
S1 98.47 98.47 100.21 99.11
S2 96.44 96.44 99.91
S3 93.14 95.17 99.60
S4 89.84 91.87 98.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.00 97.70 3.30 3.3% 1.11 1.1% 85% True False 29,513
10 101.00 96.40 4.60 4.6% 1.17 1.2% 89% True False 21,531
20 101.00 95.06 5.94 5.9% 1.17 1.2% 92% True False 18,176
40 101.12 95.06 6.06 6.0% 1.15 1.1% 90% False False 16,932
60 101.12 91.06 10.06 10.0% 1.08 1.1% 94% False False 13,667
80 101.12 89.73 11.39 11.3% 1.02 1.0% 95% False False 11,621
100 101.12 89.73 11.39 11.3% 0.98 1.0% 95% False False 10,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.00
2.618 103.46
1.618 102.52
1.000 101.94
0.618 101.58
HIGH 101.00
0.618 100.64
0.500 100.53
0.382 100.42
LOW 100.06
0.618 99.48
1.000 99.12
1.618 98.54
2.618 97.60
4.250 96.07
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 100.53 100.45
PP 100.52 100.38
S1 100.52 100.32

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

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