NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 101.69 100.46 -1.23 -1.2% 100.19
High 101.72 100.63 -1.09 -1.1% 102.04
Low 99.91 99.92 0.01 0.0% 100.19
Close 100.32 100.09 -0.23 -0.2% 101.38
Range 1.81 0.71 -1.10 -60.8% 1.85
ATR 1.19 1.16 -0.03 -2.9% 0.00
Volume 16,944 42,558 25,614 151.2% 103,836
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.34 101.93 100.48
R3 101.63 101.22 100.29
R2 100.92 100.92 100.22
R1 100.51 100.51 100.16 100.36
PP 100.21 100.21 100.21 100.14
S1 99.80 99.80 100.02 99.65
S2 99.50 99.50 99.96
S3 98.79 99.09 99.89
S4 98.08 98.38 99.70
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.75 105.92 102.40
R3 104.90 104.07 101.89
R2 103.05 103.05 101.72
R1 102.22 102.22 101.55 102.64
PP 101.20 101.20 101.20 101.41
S1 100.37 100.37 101.21 100.79
S2 99.35 99.35 101.04
S3 97.50 98.52 100.87
S4 95.65 96.67 100.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.04 99.91 2.13 2.1% 1.14 1.1% 8% False False 26,553
10 102.04 99.64 2.40 2.4% 1.04 1.0% 19% False False 28,617
20 102.04 96.40 5.64 5.6% 1.13 1.1% 65% False False 21,917
40 102.04 95.06 6.98 7.0% 1.17 1.2% 72% False False 19,857
60 102.04 92.02 10.02 10.0% 1.10 1.1% 81% False False 15,915
80 102.04 89.73 12.31 12.3% 1.07 1.1% 84% False False 13,573
100 102.04 89.73 12.31 12.3% 0.99 1.0% 84% False False 11,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.65
2.618 102.49
1.618 101.78
1.000 101.34
0.618 101.07
HIGH 100.63
0.618 100.36
0.500 100.28
0.382 100.19
LOW 99.92
0.618 99.48
1.000 99.21
1.618 98.77
2.618 98.06
4.250 96.90
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 100.28 100.86
PP 100.21 100.60
S1 100.15 100.35

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

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