NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 98.45 99.07 0.62 0.6% 98.30
High 99.34 100.46 1.12 1.1% 99.47
Low 98.41 98.86 0.45 0.5% 97.30
Close 99.09 100.16 1.07 1.1% 98.43
Range 0.93 1.60 0.67 72.0% 2.17
ATR 1.16 1.19 0.03 2.7% 0.00
Volume 38,952 31,286 -7,666 -19.7% 212,156
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 104.63 103.99 101.04
R3 103.03 102.39 100.60
R2 101.43 101.43 100.45
R1 100.79 100.79 100.31 101.11
PP 99.83 99.83 99.83 99.99
S1 99.19 99.19 100.01 99.51
S2 98.23 98.23 99.87
S3 96.63 97.59 99.72
S4 95.03 95.99 99.28
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
5 100.46 97.92 2.54 2.5% 1.19 1.2% 88% True False 43,934
10 100.46 97.30 3.16 3.2% 1.14 1.1% 91% True False 40,516
20 102.04 97.30 4.74 4.7% 1.14 1.1% 60% False False 33,710
40 102.04 95.30 6.74 6.7% 1.14 1.1% 72% False False 26,425
60 102.04 95.06 6.98 7.0% 1.15 1.1% 73% False False 22,894
80 102.04 91.21 10.83 10.8% 1.10 1.1% 83% False False 18,932
100 102.04 89.73 12.31 12.3% 1.05 1.0% 85% False False 16,326
120 102.04 89.73 12.31 12.3% 1.00 1.0% 85% False False 14,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 107.26
2.618 104.65
1.618 103.05
1.000 102.06
0.618 101.45
HIGH 100.46
0.618 99.85
0.500 99.66
0.382 99.47
LOW 98.86
0.618 97.87
1.000 97.26
1.618 96.27
2.618 94.67
4.250 92.06
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 99.99 99.88
PP 99.83 99.59
S1 99.66 99.31

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

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