NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 100.27 100.55 0.28 0.3% 98.30
High 101.05 100.86 -0.19 -0.2% 99.47
Low 100.27 100.04 -0.23 -0.2% 97.30
Close 100.85 100.38 -0.47 -0.5% 98.43
Range 0.78 0.82 0.04 5.1% 2.17
ATR 1.17 1.15 -0.03 -2.1% 0.00
Volume 42,603 38,799 -3,804 -8.9% 212,156
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 102.89 102.45 100.83
R3 102.07 101.63 100.61
R2 101.25 101.25 100.53
R1 100.81 100.81 100.46 100.62
PP 100.43 100.43 100.43 100.33
S1 99.99 99.99 100.30 99.80
S2 99.61 99.61 100.23
S3 98.79 99.17 100.15
S4 97.97 98.35 99.93
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
5 101.05 98.15 2.90 2.9% 1.09 1.1% 77% False False 40,614
10 101.05 97.30 3.75 3.7% 1.07 1.1% 82% False False 40,944
20 101.98 97.30 4.68 4.7% 1.10 1.1% 66% False False 35,677
40 102.04 95.50 6.54 6.5% 1.13 1.1% 75% False False 27,584
60 102.04 95.06 6.98 7.0% 1.14 1.1% 76% False False 23,975
80 102.04 92.02 10.02 10.0% 1.09 1.1% 83% False False 19,840
100 102.04 89.73 12.31 12.3% 1.05 1.0% 87% False False 17,038
120 102.04 89.73 12.31 12.3% 1.01 1.0% 87% False False 15,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.35
2.618 103.01
1.618 102.19
1.000 101.68
0.618 101.37
HIGH 100.86
0.618 100.55
0.500 100.45
0.382 100.35
LOW 100.04
0.618 99.53
1.000 99.22
1.618 98.71
2.618 97.89
4.250 96.56
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 100.45 100.24
PP 100.43 100.10
S1 100.40 99.96

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

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