NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 99.40 101.55 2.15 2.2% 98.76
High 101.64 102.15 0.51 0.5% 99.91
Low 99.40 101.01 1.61 1.6% 97.89
Close 101.21 101.81 0.60 0.6% 99.47
Range 2.24 1.14 -1.10 -49.1% 2.02
ATR 1.36 1.35 -0.02 -1.2% 0.00
Volume 53,719 61,330 7,611 14.2% 296,139
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.08 104.58 102.44
R3 103.94 103.44 102.12
R2 102.80 102.80 102.02
R1 102.30 102.30 101.91 102.55
PP 101.66 101.66 101.66 101.78
S1 101.16 101.16 101.71 101.41
S2 100.52 100.52 101.60
S3 99.38 100.02 101.50
S4 98.24 98.88 101.18
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.15 104.33 100.58
R3 103.13 102.31 100.03
R2 101.11 101.11 99.84
R1 100.29 100.29 99.66 100.70
PP 99.09 99.09 99.09 99.30
S1 98.27 98.27 99.28 98.68
S2 97.07 97.07 99.10
S3 95.05 96.25 98.91
S4 93.03 94.23 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.15 98.24 3.91 3.8% 1.33 1.3% 91% True False 57,899
10 102.15 95.39 6.76 6.6% 1.39 1.4% 95% True False 53,873
20 102.15 94.36 7.79 7.7% 1.34 1.3% 96% True False 46,376
40 102.15 91.35 10.80 10.6% 1.29 1.3% 97% True False 34,603
60 102.15 91.35 10.80 10.6% 1.24 1.2% 97% True False 28,101
80 102.15 91.35 10.80 10.6% 1.18 1.2% 97% True False 23,940
100 102.15 91.35 10.80 10.6% 1.18 1.2% 97% True False 20,553
120 102.15 91.35 10.80 10.6% 1.14 1.1% 97% True False 17,778
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.00
2.618 105.13
1.618 103.99
1.000 103.29
0.618 102.85
HIGH 102.15
0.618 101.71
0.500 101.58
0.382 101.45
LOW 101.01
0.618 100.31
1.000 99.87
1.618 99.17
2.618 98.03
4.250 96.17
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 101.73 101.34
PP 101.66 100.86
S1 101.58 100.39

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

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