NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 100.83 101.16 0.33 0.3% 98.45
High 101.58 102.13 0.55 0.5% 101.05
Low 100.75 100.83 0.08 0.1% 98.41
Close 101.19 101.50 0.31 0.3% 100.76
Range 0.83 1.30 0.47 56.6% 2.64
ATR 1.09 1.11 0.01 1.4% 0.00
Volume 40,250 48,563 8,313 20.7% 220,666
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 105.39 104.74 102.22
R3 104.09 103.44 101.86
R2 102.79 102.79 101.74
R1 102.14 102.14 101.62 102.47
PP 101.49 101.49 101.49 101.65
S1 100.84 100.84 101.38 101.17
S2 100.19 100.19 101.26
S3 98.89 99.54 101.14
S4 97.59 98.24 100.79
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.99 107.02 102.21
R3 105.35 104.38 101.49
R2 102.71 102.71 101.24
R1 101.74 101.74 101.00 102.23
PP 100.07 100.07 100.07 100.32
S1 99.10 99.10 100.52 99.59
S2 97.43 97.43 100.28
S3 94.79 96.46 100.03
S4 92.15 93.82 99.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.13 100.04 2.09 2.1% 0.88 0.9% 70% True False 47,848
10 102.13 97.92 4.21 4.1% 1.04 1.0% 85% True False 45,891
20 102.13 97.30 4.83 4.8% 1.06 1.0% 87% True False 40,083
40 102.13 96.40 5.73 5.6% 1.11 1.1% 89% True False 30,142
60 102.13 95.06 7.07 7.0% 1.14 1.1% 91% True False 26,062
80 102.13 92.02 10.11 10.0% 1.10 1.1% 94% True False 21,489
100 102.13 89.73 12.40 12.2% 1.06 1.0% 95% True False 18,474
120 102.13 89.73 12.40 12.2% 1.00 1.0% 95% True False 16,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.66
2.618 105.53
1.618 104.23
1.000 103.43
0.618 102.93
HIGH 102.13
0.618 101.63
0.500 101.48
0.382 101.33
LOW 100.83
0.618 100.03
1.000 99.53
1.618 98.73
2.618 97.43
4.250 95.31
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 101.49 101.39
PP 101.49 101.29
S1 101.48 101.18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.