NYMEX Light Sweet Crude Oil Future September 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 97.52 98.15 0.63 0.6% 97.32
High 98.37 99.46 1.09 1.1% 98.48
Low 97.46 98.00 0.54 0.6% 96.43
Close 98.18 99.23 1.05 1.1% 97.49
Range 0.91 1.46 0.55 60.4% 2.05
ATR 1.09 1.12 0.03 2.4% 0.00
Volume 27,734 27,831 97 0.3% 130,967
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 103.28 102.71 100.03
R3 101.82 101.25 99.63
R2 100.36 100.36 99.50
R1 99.79 99.79 99.36 100.08
PP 98.90 98.90 98.90 99.04
S1 98.33 98.33 99.10 98.62
S2 97.44 97.44 98.96
S3 95.98 96.87 98.83
S4 94.52 95.41 98.43
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 103.62 102.60 98.62
R3 101.57 100.55 98.05
R2 99.52 99.52 97.87
R1 98.50 98.50 97.68 99.01
PP 97.47 97.47 97.47 97.72
S1 96.45 96.45 97.30 96.96
S2 95.42 95.42 97.11
S3 93.37 94.40 96.93
S4 91.32 92.35 96.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.46 96.98 2.48 2.5% 1.11 1.1% 91% True False 29,437
10 99.46 96.43 3.03 3.1% 1.07 1.1% 92% True False 27,997
20 100.94 96.43 4.51 4.5% 1.06 1.1% 62% False False 27,986
40 100.94 94.43 6.51 6.6% 1.06 1.1% 74% False False 24,994
60 100.94 94.34 6.60 6.7% 1.08 1.1% 74% False False 22,580
80 100.94 90.40 10.54 10.6% 1.05 1.1% 84% False False 19,755
100 100.94 89.09 11.85 11.9% 1.02 1.0% 86% False False 17,698
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 0.12
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 105.67
2.618 103.28
1.618 101.82
1.000 100.92
0.618 100.36
HIGH 99.46
0.618 98.90
0.500 98.73
0.382 98.56
LOW 98.00
0.618 97.10
1.000 96.54
1.618 95.64
2.618 94.18
4.250 91.80
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 99.06 98.95
PP 98.90 98.66
S1 98.73 98.38

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

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