NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 101.28 99.93 -1.35 -1.3% 102.73
High 101.45 100.84 -0.61 -0.6% 102.84
Low 99.91 99.63 -0.28 -0.3% 99.91
Close 100.03 100.11 0.08 0.1% 100.03
Range 1.54 1.21 -0.33 -21.4% 2.93
ATR 1.25 1.25 0.00 -0.2% 0.00
Volume 43,590 49,540 5,950 13.6% 303,852
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.82 103.18 100.78
R3 102.61 101.97 100.44
R2 101.40 101.40 100.33
R1 100.76 100.76 100.22 101.08
PP 100.19 100.19 100.19 100.36
S1 99.55 99.55 100.00 99.87
S2 98.98 98.98 99.89
S3 97.77 98.34 99.78
S4 96.56 97.13 99.44
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.72 107.80 101.64
R3 106.79 104.87 100.84
R2 103.86 103.86 100.57
R1 101.94 101.94 100.30 101.44
PP 100.93 100.93 100.93 100.67
S1 99.01 99.01 99.76 98.51
S2 98.00 98.00 99.49
S3 95.07 96.08 99.22
S4 92.14 93.15 98.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.75 99.63 3.12 3.1% 1.28 1.3% 15% False True 60,192
10 103.11 99.63 3.48 3.5% 1.20 1.2% 14% False True 56,720
20 103.11 97.30 5.81 5.8% 1.23 1.2% 48% False False 50,055
40 103.11 95.73 7.38 7.4% 1.31 1.3% 59% False False 41,576
60 103.11 92.85 10.26 10.2% 1.24 1.2% 71% False False 33,757
80 103.11 90.40 12.71 12.7% 1.23 1.2% 76% False False 28,536
100 103.11 90.40 12.71 12.7% 1.13 1.1% 76% False False 24,412
120 103.11 90.40 12.71 12.7% 1.09 1.1% 76% False False 21,334
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.98
2.618 104.01
1.618 102.80
1.000 102.05
0.618 101.59
HIGH 100.84
0.618 100.38
0.500 100.24
0.382 100.09
LOW 99.63
0.618 98.88
1.000 98.42
1.618 97.67
2.618 96.46
4.250 94.49
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 100.24 100.68
PP 100.19 100.49
S1 100.15 100.30

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

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