NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 101.53 99.64 -1.89 -1.9% 99.49
High 101.57 99.83 -1.74 -1.7% 102.24
Low 99.28 98.86 -0.42 -0.4% 98.80
Close 99.74 99.62 -0.12 -0.1% 101.67
Range 2.29 0.97 -1.32 -57.6% 3.44
ATR 1.53 1.49 -0.04 -2.6% 0.00
Volume 237,564 231,596 -5,968 -2.5% 948,616
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.35 101.95 100.15
R3 101.38 100.98 99.89
R2 100.41 100.41 99.80
R1 100.01 100.01 99.71 99.73
PP 99.44 99.44 99.44 99.29
S1 99.04 99.04 99.53 98.76
S2 98.47 98.47 99.44
S3 97.50 98.07 99.35
S4 96.53 97.10 99.09
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 111.22 109.89 103.56
R3 107.78 106.45 102.62
R2 104.34 104.34 102.30
R1 103.01 103.01 101.99 103.68
PP 100.90 100.90 100.90 101.24
S1 99.57 99.57 101.35 100.24
S2 97.46 97.46 101.04
S3 94.02 96.13 100.72
S4 90.58 92.69 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 98.86 3.38 3.4% 1.42 1.4% 22% False True 201,051
10 102.24 98.09 4.15 4.2% 1.45 1.5% 37% False False 202,150
20 102.32 97.00 5.32 5.3% 1.51 1.5% 49% False False 179,864
40 104.48 95.39 9.09 9.1% 1.49 1.5% 47% False False 119,360
60 104.48 91.35 13.13 13.2% 1.42 1.4% 63% False False 90,928
80 104.48 91.35 13.13 13.2% 1.34 1.3% 63% False False 72,328
100 104.48 91.35 13.13 13.2% 1.31 1.3% 63% False False 60,456
120 104.48 91.35 13.13 13.2% 1.27 1.3% 63% False False 52,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 102.37
1.618 101.40
1.000 100.80
0.618 100.43
HIGH 99.83
0.618 99.46
0.500 99.35
0.382 99.23
LOW 98.86
0.618 98.26
1.000 97.89
1.618 97.29
2.618 96.32
4.250 94.74
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 99.53 100.42
PP 99.44 100.15
S1 99.35 99.89

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

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