NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 99.08 98.68 -0.40 -0.4% 98.30
High 99.16 99.47 0.31 0.3% 99.47
Low 98.21 98.15 -0.06 -0.1% 97.30
Close 98.65 98.43 -0.22 -0.2% 98.43
Range 0.95 1.32 0.37 38.9% 2.17
ATR 1.17 1.18 0.01 0.9% 0.00
Volume 50,123 51,431 1,308 2.6% 212,156
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 102.64 101.86 99.16
R3 101.32 100.54 98.79
R2 100.00 100.00 98.67
R1 99.22 99.22 98.55 98.95
PP 98.68 98.68 98.68 98.55
S1 97.90 97.90 98.31 97.63
S2 97.36 97.36 98.19
S3 96.04 96.58 98.07
S4 94.72 95.26 97.70
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 104.91 103.84 99.62
R3 102.74 101.67 99.03
R2 100.57 100.57 98.83
R1 99.50 99.50 98.63 100.04
PP 98.40 98.40 98.40 98.67
S1 97.33 97.33 98.23 97.87
S2 96.23 96.23 98.03
S3 94.06 95.16 97.83
S4 91.89 92.99 97.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.47 97.30 2.17 2.2% 1.15 1.2% 52% True False 42,431
10 100.45 97.30 3.15 3.2% 1.13 1.2% 36% False False 39,200
20 102.04 97.30 4.74 4.8% 1.11 1.1% 24% False False 33,112
40 102.04 95.06 6.98 7.1% 1.14 1.2% 48% False False 25,556
60 102.04 95.06 6.98 7.1% 1.14 1.2% 48% False False 22,045
80 102.04 90.47 11.57 11.8% 1.09 1.1% 69% False False 18,337
100 102.04 89.73 12.31 12.5% 1.04 1.1% 71% False False 15,707
120 102.04 89.73 12.31 12.5% 1.00 1.0% 71% False False 13,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.08
2.618 102.93
1.618 101.61
1.000 100.79
0.618 100.29
HIGH 99.47
0.618 98.97
0.500 98.81
0.382 98.65
LOW 98.15
0.618 97.33
1.000 96.83
1.618 96.01
2.618 94.69
4.250 92.54
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 98.81 98.70
PP 98.68 98.61
S1 98.56 98.52

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

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