NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 98.68 98.45 -0.23 -0.2% 98.30
High 99.47 99.34 -0.13 -0.1% 99.47
Low 98.15 98.41 0.26 0.3% 97.30
Close 98.43 99.09 0.66 0.7% 98.43
Range 1.32 0.93 -0.39 -29.5% 2.17
ATR 1.18 1.16 -0.02 -1.5% 0.00
Volume 51,431 38,952 -12,479 -24.3% 212,156
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 101.74 101.34 99.60
R3 100.81 100.41 99.35
R2 99.88 99.88 99.26
R1 99.48 99.48 99.18 99.68
PP 98.95 98.95 98.95 99.05
S1 98.55 98.55 99.00 98.75
S2 98.02 98.02 98.92
S3 97.09 97.62 98.83
S4 96.16 96.69 98.58
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 104.91 103.84 99.62
R3 102.74 101.67 99.03
R2 100.57 100.57 98.83
R1 99.50 99.50 98.63 100.04
PP 98.40 98.40 98.40 98.67
S1 97.33 97.33 98.23 97.87
S2 96.23 96.23 98.03
S3 94.06 95.16 97.83
S4 91.89 92.99 97.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.47 97.67 1.80 1.8% 1.06 1.1% 79% False False 43,823
10 100.45 97.30 3.15 3.2% 1.10 1.1% 57% False False 40,635
20 102.04 97.30 4.74 4.8% 1.11 1.1% 38% False False 33,723
40 102.04 95.06 6.98 7.0% 1.14 1.2% 58% False False 25,950
60 102.04 95.06 6.98 7.0% 1.14 1.1% 58% False False 22,529
80 102.04 91.06 10.98 11.1% 1.09 1.1% 73% False False 18,681
100 102.04 89.73 12.31 12.4% 1.04 1.0% 76% False False 16,042
120 102.04 89.73 12.31 12.4% 1.00 1.0% 76% False False 14,217
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.29
2.618 101.77
1.618 100.84
1.000 100.27
0.618 99.91
HIGH 99.34
0.618 98.98
0.500 98.88
0.382 98.77
LOW 98.41
0.618 97.84
1.000 97.48
1.618 96.91
2.618 95.98
4.250 94.46
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 99.02 99.00
PP 98.95 98.90
S1 98.88 98.81

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

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