NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 96.79 97.98 1.19 1.2% 98.79
High 98.09 99.06 0.97 1.0% 99.18
Low 96.65 97.91 1.26 1.3% 96.40
Close 97.95 98.70 0.75 0.8% 98.70
Range 1.44 1.15 -0.29 -20.1% 2.78
ATR 1.22 1.21 0.00 -0.4% 0.00
Volume 14,712 15,939 1,227 8.3% 67,742
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.01 101.50 99.33
R3 100.86 100.35 99.02
R2 99.71 99.71 98.91
R1 99.20 99.20 98.81 99.46
PP 98.56 98.56 98.56 98.68
S1 98.05 98.05 98.59 98.31
S2 97.41 97.41 98.49
S3 96.26 96.90 98.38
S4 95.11 95.75 98.07
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.43 105.35 100.23
R3 103.65 102.57 99.46
R2 100.87 100.87 99.21
R1 99.79 99.79 98.95 98.94
PP 98.09 98.09 98.09 97.67
S1 97.01 97.01 98.45 96.16
S2 95.31 95.31 98.19
S3 92.53 94.23 97.94
S4 89.75 91.45 97.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.18 96.40 2.78 2.8% 1.23 1.2% 83% False False 13,548
10 99.37 96.40 2.97 3.0% 1.16 1.2% 77% False False 12,354
20 99.37 95.06 4.31 4.4% 1.21 1.2% 84% False False 17,237
40 101.12 93.99 7.13 7.2% 1.15 1.2% 66% False False 14,342
60 101.12 89.73 11.39 11.5% 1.07 1.1% 79% False False 12,021
80 101.12 89.73 11.39 11.5% 1.00 1.0% 79% False False 10,154
100 101.12 89.73 11.39 11.5% 0.97 1.0% 79% False False 9,122
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 102.07
1.618 100.92
1.000 100.21
0.618 99.77
HIGH 99.06
0.618 98.62
0.500 98.49
0.382 98.35
LOW 97.91
0.618 97.20
1.000 96.76
1.618 96.05
2.618 94.90
4.250 93.02
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 98.63 98.38
PP 98.56 98.05
S1 98.49 97.73

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

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