NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 99.48 99.86 0.38 0.4% 97.52
High 99.93 100.55 0.62 0.6% 100.09
Low 99.36 99.81 0.45 0.5% 97.46
Close 99.82 100.17 0.35 0.4% 99.82
Range 0.57 0.74 0.17 29.8% 2.63
ATR 1.04 1.02 -0.02 -2.1% 0.00
Volume 49,104 29,164 -19,940 -40.6% 177,330
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 102.40 102.02 100.58
R3 101.66 101.28 100.37
R2 100.92 100.92 100.31
R1 100.54 100.54 100.24 100.73
PP 100.18 100.18 100.18 100.27
S1 99.80 99.80 100.10 99.99
S2 99.44 99.44 100.03
S3 98.70 99.06 99.97
S4 97.96 98.32 99.76
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.01 106.05 101.27
R3 104.38 103.42 100.54
R2 101.75 101.75 100.30
R1 100.79 100.79 100.06 101.27
PP 99.12 99.12 99.12 99.37
S1 98.16 98.16 99.58 98.64
S2 96.49 96.49 99.34
S3 93.86 95.53 99.10
S4 91.23 92.90 98.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.55 98.00 2.55 2.5% 0.85 0.8% 85% True False 35,752
10 100.55 96.73 3.82 3.8% 0.92 0.9% 90% True False 31,555
20 100.65 96.43 4.22 4.2% 1.01 1.0% 89% False False 30,451
40 100.94 95.51 5.43 5.4% 1.02 1.0% 86% False False 26,701
60 100.94 94.34 6.60 6.6% 1.06 1.1% 88% False False 24,043
80 100.94 91.15 9.79 9.8% 1.03 1.0% 92% False False 21,217
100 100.94 89.09 11.85 11.8% 1.03 1.0% 94% False False 18,866
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.70
2.618 102.49
1.618 101.75
1.000 101.29
0.618 101.01
HIGH 100.55
0.618 100.27
0.500 100.18
0.382 100.09
LOW 99.81
0.618 99.35
1.000 99.07
1.618 98.61
2.618 97.87
4.250 96.67
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 100.18 100.06
PP 100.18 99.95
S1 100.17 99.84

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

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