NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 98.52 99.79 1.27 1.3% 98.79
High 100.16 100.80 0.64 0.6% 99.18
Low 98.48 99.64 1.16 1.2% 96.40
Close 100.04 100.67 0.63 0.6% 98.70
Range 1.68 1.16 -0.52 -31.0% 2.78
ATR 1.26 1.26 -0.01 -0.6% 0.00
Volume 31,142 37,383 6,241 20.0% 67,742
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.85 103.42 101.31
R3 102.69 102.26 100.99
R2 101.53 101.53 100.88
R1 101.10 101.10 100.78 101.32
PP 100.37 100.37 100.37 100.48
S1 99.94 99.94 100.56 100.16
S2 99.21 99.21 100.46
S3 98.05 98.78 100.35
S4 96.89 97.62 100.03
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
5 100.80 96.65 4.15 4.1% 1.32 1.3% 97% True False 23,061
10 100.80 96.40 4.40 4.4% 1.24 1.2% 97% True False 17,870
20 100.80 95.06 5.74 5.7% 1.18 1.2% 98% True False 18,229
40 101.12 95.06 6.06 6.0% 1.16 1.1% 93% False False 15,825
60 101.12 90.20 10.92 10.8% 1.09 1.1% 96% False False 12,928
80 101.12 89.73 11.39 11.3% 1.02 1.0% 96% False False 10,949
100 101.12 89.73 11.39 11.3% 0.98 1.0% 96% False False 9,859
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.73
2.618 103.84
1.618 102.68
1.000 101.96
0.618 101.52
HIGH 100.80
0.618 100.36
0.500 100.22
0.382 100.08
LOW 99.64
0.618 98.92
1.000 98.48
1.618 97.76
2.618 96.60
4.250 94.71
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 100.52 100.20
PP 100.37 99.72
S1 100.22 99.25

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

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