NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 99.57 99.37 -0.20 -0.2% 99.15
High 100.42 100.24 -0.18 -0.2% 100.42
Low 99.04 99.26 0.22 0.2% 98.18
Close 99.31 99.94 0.63 0.6% 99.31
Range 1.38 0.98 -0.40 -29.0% 2.24
ATR 1.25 1.23 -0.02 -1.6% 0.00
Volume 117,198 94,726 -22,472 -19.2% 509,746
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 102.75 102.33 100.48
R3 101.77 101.35 100.21
R2 100.79 100.79 100.12
R1 100.37 100.37 100.03 100.58
PP 99.81 99.81 99.81 99.92
S1 99.39 99.39 99.85 99.60
S2 98.83 98.83 99.76
S3 97.85 98.41 99.67
S4 96.87 97.43 99.40
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 98.57 1.85 1.9% 1.11 1.1% 74% False False 106,404
10 101.41 98.10 3.31 3.3% 1.16 1.2% 56% False False 90,297
20 103.11 98.10 5.01 5.0% 1.18 1.2% 37% False False 73,508
40 103.11 95.73 7.38 7.4% 1.23 1.2% 57% False False 55,592
60 103.11 95.73 7.38 7.4% 1.25 1.2% 57% False False 46,038
80 103.11 91.81 11.30 11.3% 1.20 1.2% 72% False False 38,109
100 103.11 90.40 12.71 12.7% 1.16 1.2% 75% False False 32,533
120 103.11 90.40 12.71 12.7% 1.11 1.1% 75% False False 28,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.41
2.618 102.81
1.618 101.83
1.000 101.22
0.618 100.85
HIGH 100.24
0.618 99.87
0.500 99.75
0.382 99.63
LOW 99.26
0.618 98.65
1.000 98.28
1.618 97.67
2.618 96.69
4.250 95.10
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 99.88 99.87
PP 99.81 99.80
S1 99.75 99.73

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

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