NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 99.79 100.40 0.61 0.6% 98.79
High 100.80 100.76 -0.04 0.0% 99.18
Low 99.64 100.15 0.51 0.5% 96.40
Close 100.67 100.37 -0.30 -0.3% 98.70
Range 1.16 0.61 -0.55 -47.4% 2.78
ATR 1.26 1.21 -0.05 -3.7% 0.00
Volume 37,383 36,176 -1,207 -3.2% 67,742
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.26 101.92 100.71
R3 101.65 101.31 100.54
R2 101.04 101.04 100.48
R1 100.70 100.70 100.43 100.57
PP 100.43 100.43 100.43 100.36
S1 100.09 100.09 100.31 99.96
S2 99.82 99.82 100.26
S3 99.21 99.48 100.20
S4 98.60 98.87 100.03
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 97.70 3.10 3.1% 1.15 1.1% 86% False False 27,354
10 100.80 96.40 4.40 4.4% 1.15 1.1% 90% False False 20,327
20 100.80 95.06 5.74 5.7% 1.17 1.2% 93% False False 17,999
40 101.12 95.06 6.06 6.0% 1.15 1.1% 88% False False 16,511
60 101.12 90.47 10.65 10.6% 1.09 1.1% 93% False False 13,412
80 101.12 89.73 11.39 11.3% 1.02 1.0% 93% False False 11,356
100 101.12 89.73 11.39 11.3% 0.97 1.0% 93% False False 10,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 103.35
2.618 102.36
1.618 101.75
1.000 101.37
0.618 101.14
HIGH 100.76
0.618 100.53
0.500 100.46
0.382 100.38
LOW 100.15
0.618 99.77
1.000 99.54
1.618 99.16
2.618 98.55
4.250 97.56
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 100.46 100.13
PP 100.43 99.88
S1 100.40 99.64

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

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