NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 102.28 102.08 -0.20 -0.2% 99.86
High 102.50 102.38 -0.12 -0.1% 102.48
Low 101.68 100.97 -0.71 -0.7% 99.81
Close 102.10 101.02 -1.08 -1.1% 102.35
Range 0.82 1.41 0.59 72.0% 2.67
ATR 1.01 1.04 0.03 2.9% 0.00
Volume 35,867 28,451 -7,416 -20.7% 198,992
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 105.69 104.76 101.80
R3 104.28 103.35 101.41
R2 102.87 102.87 101.28
R1 101.94 101.94 101.15 101.70
PP 101.46 101.46 101.46 101.34
S1 100.53 100.53 100.89 100.29
S2 100.05 100.05 100.76
S3 98.64 99.12 100.63
S4 97.23 97.71 100.24
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 109.56 108.62 103.82
R3 106.89 105.95 103.08
R2 104.22 104.22 102.84
R1 103.28 103.28 102.59 103.75
PP 101.55 101.55 101.55 101.78
S1 100.61 100.61 102.11 101.08
S2 98.88 98.88 101.86
S3 96.21 97.94 101.62
S4 93.54 95.27 100.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.50 100.86 1.64 1.6% 0.98 1.0% 10% False False 39,721
10 102.50 99.12 3.38 3.3% 0.89 0.9% 56% False False 38,507
20 102.50 96.43 6.07 6.0% 0.98 1.0% 76% False False 33,252
40 102.50 95.51 6.99 6.9% 1.03 1.0% 79% False False 29,966
60 102.50 94.34 8.16 8.1% 1.06 1.0% 82% False False 26,754
80 102.50 91.15 11.35 11.2% 1.04 1.0% 87% False False 23,201
100 102.50 89.09 13.41 13.3% 1.03 1.0% 89% False False 20,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.37
2.618 106.07
1.618 104.66
1.000 103.79
0.618 103.25
HIGH 102.38
0.618 101.84
0.500 101.68
0.382 101.51
LOW 100.97
0.618 100.10
1.000 99.56
1.618 98.69
2.618 97.28
4.250 94.98
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 101.68 101.74
PP 101.46 101.50
S1 101.24 101.26

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

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