NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 100.70 101.16 0.46 0.5% 98.88
High 101.35 101.27 -0.08 -0.1% 101.35
Low 100.70 100.62 -0.08 -0.1% 98.84
Close 101.23 100.98 -0.25 -0.2% 101.23
Range 0.65 0.65 0.00 0.0% 2.51
ATR 0.94 0.92 -0.02 -2.2% 0.00
Volume 17,487 15,032 -2,455 -14.0% 99,365
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 102.91 102.59 101.34
R3 102.26 101.94 101.16
R2 101.61 101.61 101.10
R1 101.29 101.29 101.04 101.13
PP 100.96 100.96 100.96 100.87
S1 100.64 100.64 100.92 100.48
S2 100.31 100.31 100.86
S3 99.66 99.99 100.80
S4 99.01 99.34 100.62
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 108.00 107.13 102.61
R3 105.49 104.62 101.92
R2 102.98 102.98 101.69
R1 102.11 102.11 101.46 102.55
PP 100.47 100.47 100.47 100.69
S1 99.60 99.60 101.00 100.04
S2 97.96 97.96 100.77
S3 95.45 97.09 100.54
S4 92.94 94.58 99.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.35 98.86 2.49 2.5% 0.84 0.8% 85% False False 19,786
10 101.35 97.10 4.25 4.2% 0.81 0.8% 91% False False 19,110
20 101.35 95.59 5.76 5.7% 0.88 0.9% 94% False False 16,175
40 101.35 94.61 6.74 6.7% 0.92 0.9% 95% False False 12,846
60 101.35 93.72 7.63 7.6% 0.91 0.9% 95% False False 10,896
80 101.35 90.54 10.81 10.7% 0.87 0.9% 97% False False 9,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Fibonacci Retracements and Extensions
4.250 104.03
2.618 102.97
1.618 102.32
1.000 101.92
0.618 101.67
HIGH 101.27
0.618 101.02
0.500 100.95
0.382 100.87
LOW 100.62
0.618 100.22
1.000 99.97
1.618 99.57
2.618 98.92
4.250 97.86
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 100.97 100.99
PP 100.96 100.98
S1 100.95 100.98

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

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