NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 96.78 96.98 0.20 0.2% 98.62
High 97.61 98.08 0.47 0.5% 99.46
Low 96.73 96.98 0.25 0.3% 96.48
Close 96.76 98.03 1.27 1.3% 97.27
Range 0.88 1.10 0.22 25.0% 2.98
ATR 1.10 1.11 0.02 1.4% 0.00
Volume 17,435 24,491 7,056 40.5% 149,871
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 101.00 100.61 98.64
R3 99.90 99.51 98.33
R2 98.80 98.80 98.23
R1 98.41 98.41 98.13 98.61
PP 97.70 97.70 97.70 97.79
S1 97.31 97.31 97.93 97.51
S2 96.60 96.60 97.83
S3 95.50 96.21 97.73
S4 94.40 95.11 97.43
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 106.68 104.95 98.91
R3 103.70 101.97 98.09
R2 100.72 100.72 97.82
R1 98.99 98.99 97.54 98.37
PP 97.74 97.74 97.74 97.42
S1 96.01 96.01 97.00 95.39
S2 94.76 94.76 96.72
S3 91.78 93.03 96.45
S4 88.80 90.05 95.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.08 96.43 1.65 1.7% 0.99 1.0% 97% True False 26,708
10 100.00 96.43 3.57 3.6% 1.06 1.1% 45% False False 28,186
20 100.94 96.43 4.51 4.6% 1.01 1.0% 35% False False 28,688
40 100.94 94.34 6.60 6.7% 1.06 1.1% 56% False False 24,230
60 100.94 94.34 6.60 6.7% 1.05 1.1% 56% False False 21,354
80 100.94 89.09 11.85 12.1% 1.04 1.1% 75% False False 18,874
100 100.94 89.09 11.85 12.1% 1.01 1.0% 75% False False 16,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.76
2.618 100.96
1.618 99.86
1.000 99.18
0.618 98.76
HIGH 98.08
0.618 97.66
0.500 97.53
0.382 97.40
LOW 96.98
0.618 96.30
1.000 95.88
1.618 95.20
2.618 94.10
4.250 92.31
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 97.86 97.77
PP 97.70 97.51
S1 97.53 97.26

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

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