NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	101.87	101.95	0.08	0.1%	99.40
High	102.04	101.95	-0.09	-0.1%	102.15
Low	101.30	100.86	-0.44	-0.4%	99.40
Close	101.85	101.37	-0.48	-0.5%	101.37
Range	0.74	1.09	0.35	47.3%	2.75
ATR	1.30	1.29	-0.02	-1.2%	0.00
Volume	77,610	47,475	-30,135	-38.8%	240,134

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.66	104.11	101.97
R3	103.57	103.02	101.67
R2	102.48	102.48	101.57
R1	101.93	101.93	101.47	101.66
PP	101.39	101.39	101.39	101.26
S1	100.84	100.84	101.27	100.57
S2	100.30	100.30	101.17
S3	99.21	99.75	101.07
S4	98.12	98.66	100.77

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.22	108.05	102.88
R3	106.47	105.30	102.13
R2	103.72	103.72	101.87
R1	102.55	102.55	101.62	103.14
PP	100.97	100.97	100.97	101.27
S1	99.80	99.80	101.12	100.39
S2	98.22	98.22	100.87
S3	95.47	97.05	100.61
S4	92.72	94.30	99.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.15	98.62	3.53	3.5%	1.23	1.2%	78%	False	False	58,728
10	102.15	96.08	6.07	6.0%	1.32	1.3%	87%	False	False	58,330
20	102.15	94.36	7.79	7.7%	1.31	1.3%	90%	False	False	49,476
40	102.15	91.35	10.80	10.7%	1.31	1.3%	93%	False	False	36,704
60	102.15	91.35	10.80	10.7%	1.23	1.2%	93%	False	False	29,861
80	102.15	91.35	10.80	10.7%	1.18	1.2%	93%	False	False	25,217
100	102.15	91.35	10.80	10.7%	1.18	1.2%	93%	False	False	21,739
120	102.15	91.35	10.80	10.7%	1.13	1.1%	93%	False	False	18,739

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.58
2.618	104.80
1.618	103.71
1.000	103.04
0.618	102.62
HIGH	101.95
0.618	101.53
0.500	101.41
0.382	101.28
LOW	100.86
0.618	100.19
1.000	99.77
1.618	99.10
2.618	98.01
4.250	96.23

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	101.41	101.51
PP	101.39	101.46
S1	101.38	101.42

Download as Excel Spreadsheet

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

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