NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 96.49 96.02 -0.47 -0.5% 97.66
High 96.49 96.71 0.22 0.2% 98.50
Low 95.62 96.02 0.40 0.4% 95.62
Close 96.19 96.41 0.22 0.2% 96.41
Range 0.87 0.69 -0.18 -20.7% 2.88
ATR 1.03 1.00 -0.02 -2.3% 0.00
Volume 14,498 16,518 2,020 13.9% 65,813
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 98.45 98.12 96.79
R3 97.76 97.43 96.60
R2 97.07 97.07 96.54
R1 96.74 96.74 96.47 96.91
PP 96.38 96.38 96.38 96.46
S1 96.05 96.05 96.35 96.22
S2 95.69 95.69 96.28
S3 95.00 95.36 96.22
S4 94.31 94.67 96.03
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 105.48 103.83 97.99
R3 102.60 100.95 97.20
R2 99.72 99.72 96.94
R1 98.07 98.07 96.67 97.46
PP 96.84 96.84 96.84 96.54
S1 95.19 95.19 96.15 94.58
S2 93.96 93.96 95.88
S3 91.08 92.31 95.62
S4 88.20 89.43 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 95.62 2.88 3.0% 0.97 1.0% 27% False False 13,162
10 99.66 95.62 4.04 4.2% 0.95 1.0% 20% False False 12,246
20 99.80 95.62 4.18 4.3% 0.91 0.9% 19% False False 10,753
40 99.80 93.72 6.08 6.3% 0.91 0.9% 44% False False 8,772
60 99.80 92.47 7.33 7.6% 0.87 0.9% 54% False False 7,548
80 99.80 88.69 11.11 11.5% 0.82 0.8% 69% False False 6,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.64
2.618 98.52
1.618 97.83
1.000 97.40
0.618 97.14
HIGH 96.71
0.618 96.45
0.500 96.37
0.382 96.28
LOW 96.02
0.618 95.59
1.000 95.33
1.618 94.90
2.618 94.21
4.250 93.09
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 96.40 96.42
PP 96.38 96.41
S1 96.37 96.41

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

View Archives - Comment on this page... - Back to Index of Symbols