NYMEX Light Sweet Crude Oil Future January 2015


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 97.78 97.86 0.08 0.1% 96.51
High 98.22 98.11 -0.11 -0.1% 98.22
Low 97.78 97.65 -0.13 -0.1% 96.32
Close 98.15 97.90 -0.25 -0.3% 98.15
Range 0.44 0.46 0.02 4.5% 1.90
ATR 0.70 0.69 -0.01 -2.1% 0.00
Volume 2,519 2,412 -107 -4.2% 22,160
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 99.27 99.04 98.15
R3 98.81 98.58 98.03
R2 98.35 98.35 97.98
R1 98.12 98.12 97.94 98.24
PP 97.89 97.89 97.89 97.94
S1 97.66 97.66 97.86 97.78
S2 97.43 97.43 97.82
S3 96.97 97.20 97.77
S4 96.51 96.74 97.65
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 103.26 102.61 99.20
R3 101.36 100.71 98.67
R2 99.46 99.46 98.50
R1 98.81 98.81 98.32 99.14
PP 97.56 97.56 97.56 97.73
S1 96.91 96.91 97.98 97.24
S2 95.66 95.66 97.80
S3 93.76 95.01 97.63
S4 91.86 93.11 97.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 96.32 1.90 1.9% 0.54 0.5% 83% False False 4,538
10 98.22 94.51 3.71 3.8% 0.53 0.5% 91% False False 4,213
20 98.22 93.32 4.90 5.0% 0.62 0.6% 93% False False 3,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.07
2.618 99.31
1.618 98.85
1.000 98.57
0.618 98.39
HIGH 98.11
0.618 97.93
0.500 97.88
0.382 97.83
LOW 97.65
0.618 97.37
1.000 97.19
1.618 96.91
2.618 96.45
4.250 95.70
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 97.89 97.94
PP 97.89 97.92
S1 97.88 97.91

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

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