NYMEX Light Sweet Crude Oil Future September 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 102.08 101.36 -0.72 -0.7% 99.86
High 102.38 102.05 -0.33 -0.3% 102.48
Low 100.97 100.91 -0.06 -0.1% 99.81
Close 101.02 101.75 0.73 0.7% 102.35
Range 1.41 1.14 -0.27 -19.1% 2.67
ATR 1.04 1.04 0.01 0.7% 0.00
Volume 28,451 46,608 18,157 63.8% 198,992
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 104.99 104.51 102.38
R3 103.85 103.37 102.06
R2 102.71 102.71 101.96
R1 102.23 102.23 101.85 102.47
PP 101.57 101.57 101.57 101.69
S1 101.09 101.09 101.65 101.33
S2 100.43 100.43 101.54
S3 99.29 99.95 101.44
S4 98.15 98.81 101.12
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
5 102.50 100.91 1.59 1.6% 0.92 0.9% 53% False True 41,043
10 102.50 99.12 3.38 3.3% 0.93 0.9% 78% False False 40,052
20 102.50 96.43 6.07 6.0% 0.97 1.0% 88% False False 34,396
40 102.50 95.51 6.99 6.9% 1.01 1.0% 89% False False 30,774
60 102.50 94.34 8.16 8.0% 1.06 1.0% 91% False False 26,989
80 102.50 91.49 11.01 10.8% 1.04 1.0% 93% False False 23,655
100 102.50 89.09 13.41 13.2% 1.03 1.0% 94% False False 21,274
120 102.50 89.09 13.41 13.2% 0.99 1.0% 94% False False 19,170
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.90
2.618 105.03
1.618 103.89
1.000 103.19
0.618 102.75
HIGH 102.05
0.618 101.61
0.500 101.48
0.382 101.35
LOW 100.91
0.618 100.21
1.000 99.77
1.618 99.07
2.618 97.93
4.250 96.07
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 101.66 101.74
PP 101.57 101.72
S1 101.48 101.71

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

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