NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 99.15 98.30 -0.85 -0.9% 101.52
High 99.16 98.32 -0.84 -0.8% 101.80
Low 97.91 97.30 -0.61 -0.6% 99.17
Close 98.28 97.91 -0.37 -0.4% 99.27
Range 1.25 1.02 -0.23 -18.4% 2.63
ATR 1.21 1.20 -0.01 -1.1% 0.00
Volume 34,476 42,647 8,171 23.7% 139,678
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 100.90 100.43 98.47
R3 99.88 99.41 98.19
R2 98.86 98.86 98.10
R1 98.39 98.39 98.00 98.12
PP 97.84 97.84 97.84 97.71
S1 97.37 97.37 97.82 97.10
S2 96.82 96.82 97.72
S3 95.80 96.35 97.63
S4 94.78 95.33 97.35
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.97 106.25 100.72
R3 105.34 103.62 99.99
R2 102.71 102.71 99.75
R1 100.99 100.99 99.51 100.54
PP 100.08 100.08 100.08 99.85
S1 98.36 98.36 99.03 97.91
S2 97.45 97.45 98.79
S3 94.82 95.73 98.55
S4 92.19 93.10 97.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.64 97.30 3.34 3.4% 1.24 1.3% 18% False True 31,766
10 101.98 97.30 4.68 4.8% 1.14 1.2% 13% False True 30,410
20 102.04 96.65 5.39 5.5% 1.14 1.2% 23% False False 27,796
40 102.04 95.06 6.98 7.1% 1.17 1.2% 41% False False 22,797
60 102.04 92.97 9.07 9.3% 1.13 1.2% 54% False False 18,511
80 102.04 89.73 12.31 12.6% 1.08 1.1% 66% False False 15,709
100 102.04 89.73 12.31 12.6% 1.01 1.0% 66% False False 13,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.66
2.618 100.99
1.618 99.97
1.000 99.34
0.618 98.95
HIGH 98.32
0.618 97.93
0.500 97.81
0.382 97.69
LOW 97.30
0.618 96.67
1.000 96.28
1.618 95.65
2.618 94.63
4.250 92.97
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 97.88 98.88
PP 97.84 98.55
S1 97.81 98.23

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

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