NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 101.24 101.26 0.02 0.0% 98.56
High 102.04 101.98 -0.06 -0.1% 101.00
Low 100.72 100.96 0.24 0.2% 97.70
Close 101.25 101.38 0.13 0.1% 100.51
Range 1.32 1.02 -0.30 -22.7% 3.30
ATR 1.18 1.17 -0.01 -1.0% 0.00
Volume 20,499 30,224 9,725 47.4% 147,569
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.50 103.96 101.94
R3 103.48 102.94 101.66
R2 102.46 102.46 101.57
R1 101.92 101.92 101.47 102.19
PP 101.44 101.44 101.44 101.58
S1 100.90 100.90 101.29 101.17
S2 100.42 100.42 101.19
S3 99.40 99.88 101.10
S4 98.38 98.86 100.82
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
5 102.04 100.06 1.98 2.0% 1.07 1.1% 67% False False 26,114
10 102.04 97.70 4.34 4.3% 1.11 1.1% 85% False False 26,734
20 102.04 95.79 6.25 6.2% 1.17 1.2% 89% False False 19,787
40 102.04 95.06 6.98 6.9% 1.16 1.1% 91% False False 18,501
60 102.04 92.02 10.02 9.9% 1.09 1.1% 93% False False 14,994
80 102.04 89.73 12.31 12.1% 1.04 1.0% 95% False False 12,679
100 102.04 89.73 12.31 12.1% 0.98 1.0% 95% False False 11,205
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.32
2.618 104.65
1.618 103.63
1.000 103.00
0.618 102.61
HIGH 101.98
0.618 101.59
0.500 101.47
0.382 101.35
LOW 100.96
0.618 100.33
1.000 99.94
1.618 99.31
2.618 98.29
4.250 96.63
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 101.47 101.33
PP 101.44 101.27
S1 101.41 101.22

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

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