NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 101.75 101.43 -0.32 -0.3% 101.51
High 102.17 102.21 0.04 0.0% 102.68
Low 100.99 101.10 0.11 0.1% 100.40
Close 101.62 101.89 0.27 0.3% 101.89
Range 1.18 1.11 -0.07 -5.9% 2.28
ATR 1.31 1.30 -0.01 -1.1% 0.00
Volume 71,153 69,196 -1,957 -2.8% 299,294
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.06 104.59 102.50
R3 103.95 103.48 102.20
R2 102.84 102.84 102.09
R1 102.37 102.37 101.99 102.61
PP 101.73 101.73 101.73 101.85
S1 101.26 101.26 101.79 101.50
S2 100.62 100.62 101.69
S3 99.51 100.15 101.58
S4 98.40 99.04 101.28
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 108.50 107.47 103.14
R3 106.22 105.19 102.52
R2 103.94 103.94 102.31
R1 102.91 102.91 102.10 103.43
PP 101.66 101.66 101.66 101.91
S1 100.63 100.63 101.68 101.15
S2 99.38 99.38 101.47
S3 97.10 98.35 101.26
S4 94.82 96.07 100.64
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% 1.32 1.3% 65% False False 59,858
10 102.68 98.62 4.06 4.0% 1.28 1.3% 81% False False 59,293
20 102.68 94.62 8.06 7.9% 1.31 1.3% 90% False False 55,192
40 102.68 91.35 11.33 11.1% 1.36 1.3% 93% False False 42,705
60 102.68 91.35 11.33 11.1% 1.22 1.2% 93% False False 34,155
80 102.68 91.35 11.33 11.1% 1.21 1.2% 93% False False 28,385
100 102.68 91.35 11.33 11.1% 1.19 1.2% 93% False False 24,536
120 102.68 91.35 11.33 11.1% 1.16 1.1% 93% False False 21,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.93
2.618 105.12
1.618 104.01
1.000 103.32
0.618 102.90
HIGH 102.21
0.618 101.79
0.500 101.66
0.382 101.52
LOW 101.10
0.618 100.41
1.000 99.99
1.618 99.30
2.618 98.19
4.250 96.38
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 101.81 101.77
PP 101.73 101.66
S1 101.66 101.54

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

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