NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 101.26 101.52 0.26 0.3% 100.19
High 101.98 101.80 -0.18 -0.2% 102.04
Low 100.96 100.98 0.02 0.0% 100.19
Close 101.38 101.75 0.37 0.4% 101.38
Range 1.02 0.82 -0.20 -19.6% 1.85
ATR 1.17 1.14 -0.02 -2.1% 0.00
Volume 30,224 22,543 -7,681 -25.4% 103,836
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.97 103.68 102.20
R3 103.15 102.86 101.98
R2 102.33 102.33 101.90
R1 102.04 102.04 101.83 102.19
PP 101.51 101.51 101.51 101.58
S1 101.22 101.22 101.67 101.37
S2 100.69 100.69 101.60
S3 99.87 100.40 101.52
S4 99.05 99.58 101.30
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.75 105.92 102.40
R3 104.90 104.07 101.89
R2 103.05 103.05 101.72
R1 102.22 102.22 101.55 102.64
PP 101.20 101.20 101.20 101.41
S1 100.37 100.37 101.21 100.79
S2 99.35 99.35 101.04
S3 97.50 98.52 100.87
S4 95.65 96.67 100.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.04 100.19 1.85 1.8% 1.04 1.0% 84% False False 25,275
10 102.04 97.70 4.34 4.3% 1.08 1.1% 93% False False 27,394
20 102.04 96.40 5.64 5.5% 1.12 1.1% 95% False False 19,874
40 102.04 95.06 6.98 6.9% 1.16 1.1% 96% False False 18,843
60 102.04 92.02 10.02 9.8% 1.10 1.1% 97% False False 15,210
80 102.04 89.73 12.31 12.1% 1.05 1.0% 98% False False 12,899
100 102.04 89.73 12.31 12.1% 0.98 1.0% 98% False False 11,374
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 False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.29
2.618 103.95
1.618 103.13
1.000 102.62
0.618 102.31
HIGH 101.80
0.618 101.49
0.500 101.39
0.382 101.29
LOW 100.98
0.618 100.47
1.000 100.16
1.618 99.65
2.618 98.83
4.250 97.50
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 101.63 101.63
PP 101.51 101.50
S1 101.39 101.38

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

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