NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 99.99 99.57 -0.42 -0.4% 99.15
High 100.12 100.42 0.30 0.3% 100.42
Low 99.10 99.04 -0.06 -0.1% 98.18
Close 99.54 99.31 -0.23 -0.2% 99.31
Range 1.02 1.38 0.36 35.3% 2.24
ATR 1.24 1.25 0.01 0.8% 0.00
Volume 131,564 117,198 -14,366 -10.9% 509,746
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 103.73 102.90 100.07
R3 102.35 101.52 99.69
R2 100.97 100.97 99.56
R1 100.14 100.14 99.44 99.87
PP 99.59 99.59 99.59 99.45
S1 98.76 98.76 99.18 98.49
S2 98.21 98.21 99.06
S3 96.83 97.38 98.93
S4 95.45 96.00 98.55
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 106.02 104.91 100.54
R3 103.78 102.67 99.93
R2 101.54 101.54 99.72
R1 100.43 100.43 99.52 100.99
PP 99.30 99.30 99.30 99.58
S1 98.19 98.19 99.10 98.75
S2 97.06 97.06 98.90
S3 94.82 95.95 98.69
S4 92.58 93.71 98.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.42 98.18 2.24 2.3% 1.21 1.2% 50% True False 101,949
10 101.41 98.10 3.31 3.3% 1.19 1.2% 37% False False 85,778
20 103.11 98.10 5.01 5.0% 1.19 1.2% 24% False False 71,627
40 103.11 95.73 7.38 7.4% 1.23 1.2% 49% False False 54,359
60 103.11 95.73 7.38 7.4% 1.25 1.3% 49% False False 44,818
80 103.11 91.00 12.11 12.2% 1.21 1.2% 69% False False 37,185
100 103.11 90.40 12.71 12.8% 1.16 1.2% 70% False False 31,662
120 103.11 90.40 12.71 12.8% 1.11 1.1% 70% False False 27,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.29
2.618 104.03
1.618 102.65
1.000 101.80
0.618 101.27
HIGH 100.42
0.618 99.89
0.500 99.73
0.382 99.57
LOW 99.04
0.618 98.19
1.000 97.66
1.618 96.81
2.618 95.43
4.250 93.18
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 99.73 99.67
PP 99.59 99.55
S1 99.45 99.43

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

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