NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	99.29	100.38	1.09	1.1%	101.69
High	100.49	101.63	1.14	1.1%	101.97
Low	99.07	100.28	1.21	1.2%	98.86
Close	100.29	101.14	0.85	0.8%	101.14
Range	1.42	1.35	-0.07	-4.9%	3.11
ATR	1.49	1.48	-0.01	-0.7%	0.00
Volume	195,430	193,532	-1,898	-1.0%	1,025,692

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.07	104.45	101.88
R3	103.72	103.10	101.51
R2	102.37	102.37	101.39
R1	101.75	101.75	101.26	102.06
PP	101.02	101.02	101.02	101.17
S1	100.40	100.40	101.02	100.71
S2	99.67	99.67	100.89
S3	98.32	99.05	100.77
S4	96.97	97.70	100.40

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.99	108.67	102.85
R3	106.88	105.56	102.00
R2	103.77	103.77	101.71
R1	102.45	102.45	101.43	101.56
PP	100.66	100.66	100.66	100.21
S1	99.34	99.34	100.85	98.45
S2	97.55	97.55	100.57
S3	94.44	96.23	100.28
S4	91.33	93.12	99.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.97	98.86	3.11	3.1%	1.42	1.4%	73%	False	False	205,138
10	102.24	98.80	3.44	3.4%	1.39	1.4%	68%	False	False	197,430
20	102.25	97.00	5.25	5.2%	1.50	1.5%	79%	False	False	188,397
40	104.48	96.08	8.40	8.3%	1.49	1.5%	60%	False	False	127,071
60	104.48	91.35	13.13	13.0%	1.43	1.4%	75%	False	False	96,579
80	104.48	91.35	13.13	13.0%	1.36	1.3%	75%	False	False	76,778
100	104.48	91.35	13.13	13.0%	1.32	1.3%	75%	False	False	64,128
120	104.48	91.35	13.13	13.0%	1.27	1.3%	75%	False	False	55,213

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.37
2.618	105.16
1.618	103.81
1.000	102.98
0.618	102.46
HIGH	101.63
0.618	101.11
0.500	100.96
0.382	100.80
LOW	100.28
0.618	99.45
1.000	98.93
1.618	98.10
2.618	96.75
4.250	94.54

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	101.08	100.84
PP	101.02	100.54
S1	100.96	100.25

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