NYMEX Light Sweet Crude Oil Future October 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 96.53 97.12 0.59 0.6% 96.48
High 97.40 98.43 1.03 1.1% 97.49
Low 96.53 97.10 0.57 0.6% 95.59
Close 97.27 98.30 1.03 1.1% 96.57
Range 0.87 1.33 0.46 52.9% 1.90
ATR 1.00 1.03 0.02 2.3% 0.00
Volume 14,290 15,439 1,149 8.0% 64,633
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 101.93 101.45 99.03
R3 100.60 100.12 98.67
R2 99.27 99.27 98.54
R1 98.79 98.79 98.42 99.03
PP 97.94 97.94 97.94 98.07
S1 97.46 97.46 98.18 97.70
S2 96.61 96.61 98.06
S3 95.28 96.13 97.93
S4 93.95 94.80 97.57
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 102.25 101.31 97.62
R3 100.35 99.41 97.09
R2 98.45 98.45 96.92
R1 97.51 97.51 96.74 97.98
PP 96.55 96.55 96.55 96.79
S1 95.61 95.61 96.40 96.08
S2 94.65 94.65 96.22
S3 92.75 93.71 96.05
S4 90.85 91.81 95.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.43 96.10 2.33 2.4% 1.02 1.0% 94% True False 15,151
10 98.43 95.59 2.84 2.9% 0.97 1.0% 95% True False 13,527
20 99.80 95.59 4.21 4.3% 0.96 1.0% 64% False False 12,281
40 99.80 93.74 6.06 6.2% 0.94 1.0% 75% False False 9,957
60 99.80 93.72 6.08 6.2% 0.91 0.9% 75% False False 8,729
80 99.80 89.94 9.86 10.0% 0.85 0.9% 85% False False 7,290
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 0.11
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 104.08
2.618 101.91
1.618 100.58
1.000 99.76
0.618 99.25
HIGH 98.43
0.618 97.92
0.500 97.77
0.382 97.61
LOW 97.10
0.618 96.28
1.000 95.77
1.618 94.95
2.618 93.62
4.250 91.45
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 98.12 98.00
PP 97.94 97.70
S1 97.77 97.40

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

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