NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 100.19 100.95 0.76 0.8% 98.56
High 101.32 101.32 0.00 0.0% 101.00
Low 100.19 100.40 0.21 0.2% 97.70
Close 101.30 101.12 -0.18 -0.2% 100.51
Range 1.13 0.92 -0.21 -18.6% 3.30
ATR 1.19 1.17 -0.02 -1.6% 0.00
Volume 31,544 21,569 -9,975 -31.6% 147,569
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.71 103.33 101.63
R3 102.79 102.41 101.37
R2 101.87 101.87 101.29
R1 101.49 101.49 101.20 101.68
PP 100.95 100.95 100.95 101.04
S1 100.57 100.57 101.04 100.76
S2 100.03 100.03 100.95
S3 99.11 99.65 100.87
S4 98.19 98.73 100.61
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
5 101.32 99.64 1.68 1.7% 0.95 0.9% 88% True False 30,682
10 101.32 96.40 4.92 4.9% 1.10 1.1% 96% True False 24,400
20 101.32 95.50 5.82 5.8% 1.14 1.1% 97% True False 19,591
40 101.32 95.06 6.26 6.2% 1.14 1.1% 97% True False 17,889
60 101.32 91.27 10.05 9.9% 1.09 1.1% 98% True False 14,282
80 101.32 89.73 11.59 11.5% 1.03 1.0% 98% True False 12,199
100 101.32 89.73 11.59 11.5% 0.98 1.0% 98% True False 10,770
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 103.73
1.618 102.81
1.000 102.24
0.618 101.89
HIGH 101.32
0.618 100.97
0.500 100.86
0.382 100.75
LOW 100.40
0.618 99.83
1.000 99.48
1.618 98.91
2.618 97.99
4.250 96.49
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 101.03 100.98
PP 100.95 100.83
S1 100.86 100.69

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

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