NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 102.00 101.31 -0.69 -0.7% 99.40
High 102.00 102.11 0.11 0.1% 102.15
Low 100.40 100.87 0.47 0.5% 99.40
Close 101.12 101.77 0.65 0.6% 101.37
Range 1.60 1.24 -0.36 -22.5% 2.75
ATR 1.33 1.32 -0.01 -0.5% 0.00
Volume 51,260 55,033 3,773 7.4% 240,134
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.30 104.78 102.45
R3 104.06 103.54 102.11
R2 102.82 102.82 102.00
R1 102.30 102.30 101.88 102.56
PP 101.58 101.58 101.58 101.72
S1 101.06 101.06 101.66 101.32
S2 100.34 100.34 101.54
S3 99.10 99.82 101.43
S4 97.86 98.58 101.09
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
5 102.68 100.40 2.28 2.2% 1.23 1.2% 60% False False 56,806
10 102.68 98.24 4.44 4.4% 1.28 1.3% 80% False False 57,352
20 102.68 94.62 8.06 7.9% 1.30 1.3% 89% False False 51,250
40 102.68 91.35 11.33 11.1% 1.36 1.3% 92% False False 39,996
60 102.68 91.35 11.33 11.1% 1.23 1.2% 92% False False 32,025
80 102.68 91.35 11.33 11.1% 1.21 1.2% 92% False False 26,999
100 102.68 91.35 11.33 11.1% 1.18 1.2% 92% False False 23,227
120 102.68 91.35 11.33 11.1% 1.15 1.1% 92% False False 19,970
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.38
2.618 105.36
1.618 104.12
1.000 103.35
0.618 102.88
HIGH 102.11
0.618 101.64
0.500 101.49
0.382 101.34
LOW 100.87
0.618 100.10
1.000 99.63
1.618 98.86
2.618 97.62
4.250 95.60
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 101.68 101.69
PP 101.58 101.62
S1 101.49 101.54

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

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