NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 96.57 96.80 0.23 0.2% 94.82
High 97.28 97.13 -0.15 -0.2% 95.80
Low 96.55 96.41 -0.14 -0.1% 93.98
Close 97.10 96.76 -0.34 -0.4% 94.85
Range 0.73 0.72 -0.01 -1.4% 1.82
ATR 1.04 1.02 -0.02 -2.2% 0.00
Volume 39,514 56,531 17,017 43.1% 178,977
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 98.93 98.56 97.16
R3 98.21 97.84 96.96
R2 97.49 97.49 96.89
R1 97.12 97.12 96.83 96.95
PP 96.77 96.77 96.77 96.68
S1 96.40 96.40 96.69 96.23
S2 96.05 96.05 96.63
S3 95.33 95.68 96.56
S4 94.61 94.96 96.36
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 100.34 99.41 95.85
R3 98.52 97.59 95.35
R2 96.70 96.70 95.18
R1 95.77 95.77 95.02 96.24
PP 94.88 94.88 94.88 95.11
S1 93.95 93.95 94.68 94.42
S2 93.06 93.06 94.52
S3 91.24 92.13 94.35
S4 89.42 90.31 93.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 94.56 2.72 2.8% 1.01 1.0% 81% False False 39,194
10 97.28 93.98 3.30 3.4% 0.98 1.0% 84% False False 38,198
20 97.83 93.98 3.85 4.0% 1.00 1.0% 72% False False 40,622
40 97.85 92.30 5.55 5.7% 1.01 1.0% 80% False False 38,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 99.01
1.618 98.29
1.000 97.85
0.618 97.57
HIGH 97.13
0.618 96.85
0.500 96.77
0.382 96.69
LOW 96.41
0.618 95.97
1.000 95.69
1.618 95.25
2.618 94.53
4.250 93.35
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 96.77 96.60
PP 96.77 96.43
S1 96.76 96.27

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

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