NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 98.81 97.46 -1.35 -1.4% 102.20
High 99.01 98.98 -0.03 0.0% 102.25
Low 97.00 97.28 0.28 0.3% 97.19
Close 97.62 98.88 1.26 1.3% 98.56
Range 2.01 1.70 -0.31 -15.4% 5.06
ATR 1.59 1.60 0.01 0.5% 0.00
Volume 146,507 198,668 52,161 35.6% 736,122
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.48 102.88 99.82
R3 101.78 101.18 99.35
R2 100.08 100.08 99.19
R1 99.48 99.48 99.04 99.78
PP 98.38 98.38 98.38 98.53
S1 97.78 97.78 98.72 98.08
S2 96.68 96.68 98.57
S3 94.98 96.08 98.41
S4 93.28 94.38 97.95
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 114.51 111.60 101.34
R3 109.45 106.54 99.95
R2 104.39 104.39 99.49
R1 101.48 101.48 99.02 100.41
PP 99.33 99.33 99.33 98.80
S1 96.42 96.42 98.10 95.35
S2 94.27 94.27 97.63
S3 89.21 91.36 97.17
S4 84.15 86.30 95.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.14 97.00 2.14 2.2% 1.54 1.6% 88% False False 176,844
10 102.83 97.00 5.83 5.9% 1.74 1.8% 32% False False 136,456
20 104.48 97.00 7.48 7.6% 1.56 1.6% 25% False False 99,965
40 104.48 93.13 11.35 11.5% 1.47 1.5% 51% False False 72,184
60 104.48 91.35 13.13 13.3% 1.39 1.4% 57% False False 55,680
80 104.48 91.35 13.13 13.3% 1.32 1.3% 57% False False 45,402
100 104.48 91.35 13.13 13.3% 1.27 1.3% 57% False False 38,673
120 104.48 91.35 13.13 13.3% 1.24 1.3% 57% False False 33,307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.21
2.618 103.43
1.618 101.73
1.000 100.68
0.618 100.03
HIGH 98.98
0.618 98.33
0.500 98.13
0.382 97.93
LOW 97.28
0.618 96.23
1.000 95.58
1.618 94.53
2.618 92.83
4.250 90.06
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 98.63 98.59
PP 98.38 98.30
S1 98.13 98.01

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

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