NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 99.17 99.96 0.79 0.8% 100.49
High 100.14 100.44 0.30 0.3% 102.20
Low 99.17 98.91 -0.26 -0.3% 98.74
Close 99.76 99.48 -0.28 -0.3% 99.76
Range 0.97 1.53 0.56 57.7% 3.46
ATR 1.34 1.35 0.01 1.0% 0.00
Volume 213,631 190,002 -23,629 -11.1% 1,182,346
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 104.20 103.37 100.32
R3 102.67 101.84 99.90
R2 101.14 101.14 99.76
R1 100.31 100.31 99.62 99.96
PP 99.61 99.61 99.61 99.44
S1 98.78 98.78 99.34 98.43
S2 98.08 98.08 99.20
S3 96.55 97.25 99.06
S4 95.02 95.72 98.64
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 110.61 108.65 101.66
R3 107.15 105.19 100.71
R2 103.69 103.69 100.39
R1 101.73 101.73 100.08 100.98
PP 100.23 100.23 100.23 99.86
S1 98.27 98.27 99.44 97.52
S2 96.77 96.77 99.13
S3 93.31 94.81 98.81
S4 89.85 91.35 97.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 98.74 3.46 3.5% 1.31 1.3% 21% False False 228,151
10 103.65 98.74 4.91 4.9% 1.33 1.3% 15% False False 237,059
20 104.10 98.74 5.36 5.4% 1.31 1.3% 14% False False 195,655
40 104.10 96.42 7.68 7.7% 1.35 1.4% 40% False False 138,784
60 104.10 95.39 8.71 8.8% 1.36 1.4% 47% False False 111,168
80 104.10 90.97 13.13 13.2% 1.33 1.3% 65% False False 95,240
100 104.10 90.97 13.13 13.2% 1.29 1.3% 65% False False 82,396
120 104.10 90.97 13.13 13.2% 1.28 1.3% 65% False False 74,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.94
2.618 104.45
1.618 102.92
1.000 101.97
0.618 101.39
HIGH 100.44
0.618 99.86
0.500 99.68
0.382 99.49
LOW 98.91
0.618 97.96
1.000 97.38
1.618 96.43
2.618 94.90
4.250 92.41
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 99.68 99.59
PP 99.61 99.55
S1 99.55 99.52

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

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