NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 101.46 101.15 -0.31 -0.3% 99.37
High 101.73 101.77 0.04 0.0% 101.98
Low 100.82 100.97 0.15 0.1% 99.26
Close 101.13 101.58 0.45 0.4% 101.58
Range 0.91 0.80 -0.11 -12.1% 2.72
ATR 1.22 1.19 -0.03 -2.5% 0.00
Volume 206,997 144,384 -62,613 -30.2% 699,225
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 103.84 103.51 102.02
R3 103.04 102.71 101.80
R2 102.24 102.24 101.73
R1 101.91 101.91 101.65 102.08
PP 101.44 101.44 101.44 101.52
S1 101.11 101.11 101.51 101.28
S2 100.64 100.64 101.43
S3 99.84 100.31 101.36
S4 99.04 99.51 101.14
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 109.10 108.06 103.08
R3 106.38 105.34 102.33
R2 103.66 103.66 102.08
R1 102.62 102.62 101.83 103.14
PP 100.94 100.94 100.94 101.20
S1 99.90 99.90 101.33 100.42
S2 98.22 98.22 101.08
S3 95.50 97.18 100.83
S4 92.78 94.46 100.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.98 99.26 2.72 2.7% 1.03 1.0% 85% False False 139,845
10 101.98 98.18 3.80 3.7% 1.12 1.1% 89% False False 120,897
20 102.84 98.10 4.74 4.7% 1.15 1.1% 73% False False 93,043
40 103.11 96.61 6.50 6.4% 1.21 1.2% 76% False False 67,308
60 103.11 95.73 7.38 7.3% 1.25 1.2% 79% False False 54,619
80 103.11 92.85 10.26 10.1% 1.21 1.2% 85% False False 45,180
100 103.11 90.40 12.71 12.5% 1.17 1.2% 88% False False 38,290
120 103.11 90.40 12.71 12.5% 1.12 1.1% 88% False False 33,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 105.17
2.618 103.86
1.618 103.06
1.000 102.57
0.618 102.26
HIGH 101.77
0.618 101.46
0.500 101.37
0.382 101.28
LOW 100.97
0.618 100.48
1.000 100.17
1.618 99.68
2.618 98.88
4.250 97.57
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 101.51 101.52
PP 101.44 101.46
S1 101.37 101.40

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

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