NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 103.20 102.31 -0.89 -0.9% 100.83
High 103.47 103.11 -0.36 -0.3% 103.57
Low 101.93 101.87 -0.06 -0.1% 100.75
Close 101.99 102.78 0.79 0.8% 103.43
Range 1.54 1.24 -0.30 -19.5% 2.82
ATR 1.11 1.12 0.01 0.8% 0.00
Volume 45,144 98,234 53,090 117.6% 305,682
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 106.31 105.78 103.46
R3 105.07 104.54 103.12
R2 103.83 103.83 103.01
R1 103.30 103.30 102.89 103.57
PP 102.59 102.59 102.59 102.72
S1 102.06 102.06 102.67 102.33
S2 101.35 101.35 102.55
S3 100.11 100.82 102.44
S4 98.87 99.58 102.10
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 111.04 110.06 104.98
R3 108.22 107.24 104.21
R2 105.40 105.40 103.95
R1 104.42 104.42 103.69 104.91
PP 102.58 102.58 102.58 102.83
S1 101.60 101.60 103.17 102.09
S2 99.76 99.76 102.91
S3 96.94 98.78 102.65
S4 94.12 95.96 101.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.58 101.87 1.71 1.7% 1.00 1.0% 53% False True 67,400
10 103.58 100.04 3.54 3.4% 1.01 1.0% 77% False False 61,279
20 103.58 97.30 6.28 6.1% 1.05 1.0% 87% False False 51,304
40 103.58 96.40 7.18 7.0% 1.09 1.1% 89% False False 38,801
60 103.58 95.06 8.52 8.3% 1.15 1.1% 91% False False 31,795
80 103.58 92.15 11.43 11.1% 1.11 1.1% 93% False False 26,274
100 103.58 89.73 13.85 13.5% 1.07 1.0% 94% False False 22,445
120 103.58 89.73 13.85 13.5% 1.01 1.0% 94% False False 19,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.38
2.618 106.36
1.618 105.12
1.000 104.35
0.618 103.88
HIGH 103.11
0.618 102.64
0.500 102.49
0.382 102.34
LOW 101.87
0.618 101.10
1.000 100.63
1.618 99.86
2.618 98.62
4.250 96.60
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 102.68 102.76
PP 102.59 102.74
S1 102.49 102.73

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

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