NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	100.38	100.91	0.53	0.5%	101.69
High	101.63	101.32	-0.31	-0.3%	101.97
Low	100.28	99.92	-0.36	-0.4%	98.86
Close	101.14	100.44	-0.70	-0.7%	101.14
Range	1.35	1.40	0.05	3.7%	3.11
ATR	1.48	1.47	-0.01	-0.4%	0.00
Volume	193,532	254,884	61,352	31.7%	1,025,692

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.76	104.00	101.21
R3	103.36	102.60	100.83
R2	101.96	101.96	100.70
R1	101.20	101.20	100.57	100.88
PP	100.56	100.56	100.56	100.40
S1	99.80	99.80	100.31	99.48
S2	99.16	99.16	100.18
S3	97.76	98.40	100.06
S4	96.36	97.00	99.67

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	101.63	98.86	2.77	2.8%	1.49	1.5%	57%	False	False	222,601
10	102.24	98.80	3.44	3.4%	1.41	1.4%	48%	False	False	207,748
20	102.24	97.00	5.24	5.2%	1.47	1.5%	66%	False	False	196,275
40	104.48	97.00	7.48	7.4%	1.46	1.5%	46%	False	False	132,267
60	104.48	91.39	13.09	13.0%	1.43	1.4%	69%	False	False	100,289
80	104.48	91.35	13.13	13.1%	1.36	1.4%	69%	False	False	79,731
100	104.48	91.35	13.13	13.1%	1.32	1.3%	69%	False	False	66,574
120	104.48	91.35	13.13	13.1%	1.28	1.3%	69%	False	False	57,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.27
2.618	104.99
1.618	103.59
1.000	102.72
0.618	102.19
HIGH	101.32
0.618	100.79
0.500	100.62
0.382	100.45
LOW	99.92
0.618	99.05
1.000	98.52
1.618	97.65
2.618	96.25
4.250	93.97

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	100.62	100.41
PP	100.56	100.38
S1	100.50	100.35

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