NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	102.13	102.60	0.47	0.5%	100.12
High	103.09	102.86	-0.23	-0.2%	102.65
Low	101.97	102.13	0.16	0.2%	99.93
Close	102.61	102.44	-0.17	-0.2%	102.02
Range	1.12	0.73	-0.39	-34.8%	2.72
ATR	1.25	1.22	-0.04	-3.0%	0.00
Volume	121,114	40,810	-80,304	-66.3%	1,123,669

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.67	104.28	102.84
R3	103.94	103.55	102.64
R2	103.21	103.21	102.57
R1	102.82	102.82	102.51	102.65
PP	102.48	102.48	102.48	102.39
S1	102.09	102.09	102.37	101.92
S2	101.75	101.75	102.31
S3	101.02	101.36	102.24
S4	100.29	100.63	102.04

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.69	108.58	103.52
R3	106.97	105.86	102.77
R2	104.25	104.25	102.52
R1	103.14	103.14	102.27	103.70
PP	101.53	101.53	101.53	101.81
S1	100.42	100.42	101.77	100.98
S2	98.81	98.81	101.52
S3	96.09	97.70	101.27
S4	93.37	94.98	100.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.09	101.27	1.82	1.8%	0.90	0.9%	64%	False	False	164,071
10	103.09	99.71	3.38	3.3%	1.09	1.1%	81%	False	False	210,081
20	103.09	98.74	4.35	4.2%	1.16	1.1%	85%	False	False	219,944
40	104.10	98.14	5.96	5.8%	1.25	1.2%	72%	False	False	173,584
60	104.10	96.42	7.68	7.5%	1.33	1.3%	78%	False	False	140,662
80	104.10	93.67	10.43	10.2%	1.31	1.3%	84%	False	False	117,796
100	104.10	90.97	13.13	12.8%	1.30	1.3%	87%	False	False	102,348
120	104.10	90.97	13.13	12.8%	1.26	1.2%	87%	False	False	91,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	105.96
2.618	104.77
1.618	104.04
1.000	103.59
0.618	103.31
HIGH	102.86
0.618	102.58
0.500	102.50
0.382	102.41
LOW	102.13
0.618	101.68
1.000	101.40
1.618	100.95
2.618	100.22
4.250	99.03

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	102.50	102.37
PP	102.48	102.31
S1	102.46	102.24

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