NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 101.91 102.03 0.12 0.1% 99.96
High 102.65 102.26 -0.39 -0.4% 101.18
Low 101.83 101.27 -0.56 -0.5% 98.91
Close 102.37 101.50 -0.87 -0.8% 99.99
Range 0.82 0.99 0.17 20.7% 2.27
ATR 1.31 1.30 -0.02 -1.2% 0.00
Volume 234,477 276,060 41,583 17.7% 1,256,427
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 104.65 104.06 102.04
R3 103.66 103.07 101.77
R2 102.67 102.67 101.68
R1 102.08 102.08 101.59 101.88
PP 101.68 101.68 101.68 101.58
S1 101.09 101.09 101.41 100.89
S2 100.69 100.69 101.32
S3 99.70 100.10 101.23
S4 98.71 99.11 100.96
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 106.84 105.68 101.24
R3 104.57 103.41 100.61
R2 102.30 102.30 100.41
R1 101.14 101.14 100.20 101.72
PP 100.03 100.03 100.03 100.32
S1 98.87 98.87 99.78 99.45
S2 97.76 97.76 99.57
S3 95.49 96.60 99.37
S4 93.22 94.33 98.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.65 99.71 2.94 2.9% 1.19 1.2% 61% False False 249,422
10 102.65 98.91 3.74 3.7% 1.18 1.2% 69% False False 244,583
20 103.92 98.74 5.18 5.1% 1.23 1.2% 53% False False 239,039
40 104.10 97.26 6.84 6.7% 1.30 1.3% 62% False False 172,720
60 104.10 96.42 7.68 7.6% 1.35 1.3% 66% False False 138,033
80 104.10 93.67 10.43 10.3% 1.32 1.3% 75% False False 115,908
100 104.10 90.97 13.13 12.9% 1.30 1.3% 80% False False 100,217
120 104.10 90.97 13.13 12.9% 1.27 1.3% 80% False False 89,497
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.47
2.618 104.85
1.618 103.86
1.000 103.25
0.618 102.87
HIGH 102.26
0.618 101.88
0.500 101.77
0.382 101.65
LOW 101.27
0.618 100.66
1.000 100.28
1.618 99.67
2.618 98.68
4.250 97.06
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 101.77 101.51
PP 101.68 101.50
S1 101.59 101.50

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

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