NYMEX Light Sweet Crude Oil Future January 2015


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 94.40 94.53 0.13 0.1% 94.18
High 94.71 95.72 1.01 1.1% 94.82
Low 94.37 94.51 0.14 0.1% 93.41
Close 94.68 95.62 0.94 1.0% 94.00
Range 0.34 1.21 0.87 255.9% 1.41
ATR 0.78 0.81 0.03 3.9% 0.00
Volume 4,412 3,595 -817 -18.5% 15,597
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 98.91 98.48 96.29
R3 97.70 97.27 95.95
R2 96.49 96.49 95.84
R1 96.06 96.06 95.73 96.28
PP 95.28 95.28 95.28 95.39
S1 94.85 94.85 95.51 95.07
S2 94.07 94.07 95.40
S3 92.86 93.64 95.29
S4 91.65 92.43 94.95
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 98.31 97.56 94.78
R3 96.90 96.15 94.39
R2 95.49 95.49 94.26
R1 94.74 94.74 94.13 94.41
PP 94.08 94.08 94.08 93.91
S1 93.33 93.33 93.87 93.00
S2 92.67 92.67 93.74
S3 91.26 91.92 93.61
S4 89.85 90.51 93.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.72 93.73 1.99 2.1% 0.80 0.8% 95% True False 3,860
10 95.72 93.32 2.40 2.5% 0.77 0.8% 96% True False 3,722
20 96.78 93.32 3.46 3.6% 0.69 0.7% 66% False False 3,413
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 21 trading days
Fibonacci Retracements and Extensions
4.250 100.86
2.618 98.89
1.618 97.68
1.000 96.93
0.618 96.47
HIGH 95.72
0.618 95.26
0.500 95.12
0.382 94.97
LOW 94.51
0.618 93.76
1.000 93.30
1.618 92.55
2.618 91.34
4.250 89.37
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 95.45 95.33
PP 95.28 95.05
S1 95.12 94.76

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

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