NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 99.07 100.27 1.20 1.2% 98.30
High 100.46 101.05 0.59 0.6% 99.47
Low 98.86 100.27 1.41 1.4% 97.30
Close 100.16 100.85 0.69 0.7% 98.43
Range 1.60 0.78 -0.82 -51.3% 2.17
ATR 1.19 1.17 -0.02 -1.8% 0.00
Volume 31,286 42,603 11,317 36.2% 212,156
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 103.06 102.74 101.28
R3 102.28 101.96 101.06
R2 101.50 101.50 100.99
R1 101.18 101.18 100.92 101.34
PP 100.72 100.72 100.72 100.81
S1 100.40 100.40 100.78 100.56
S2 99.94 99.94 100.71
S3 99.16 99.62 100.64
S4 98.38 98.84 100.42
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
5 101.05 98.15 2.90 2.9% 1.12 1.1% 93% True False 42,879
10 101.05 97.30 3.75 3.7% 1.09 1.1% 95% True False 41,328
20 102.04 97.30 4.74 4.7% 1.13 1.1% 75% False False 34,762
40 102.04 95.50 6.54 6.5% 1.13 1.1% 82% False False 27,176
60 102.04 95.06 6.98 6.9% 1.14 1.1% 83% False False 23,514
80 102.04 91.27 10.77 10.7% 1.10 1.1% 89% False False 19,402
100 102.04 89.73 12.31 12.2% 1.05 1.0% 90% False False 16,712
120 102.04 89.73 12.31 12.2% 1.01 1.0% 90% False False 14,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 104.37
2.618 103.09
1.618 102.31
1.000 101.83
0.618 101.53
HIGH 101.05
0.618 100.75
0.500 100.66
0.382 100.57
LOW 100.27
0.618 99.79
1.000 99.49
1.618 99.01
2.618 98.23
4.250 96.96
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 100.79 100.48
PP 100.72 100.10
S1 100.66 99.73

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

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