NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 100.55 100.38 -0.17 -0.2% 98.45
High 100.86 100.90 0.04 0.0% 101.05
Low 100.04 100.23 0.19 0.2% 98.41
Close 100.38 100.76 0.38 0.4% 100.76
Range 0.82 0.67 -0.15 -18.3% 2.64
ATR 1.15 1.11 -0.03 -3.0% 0.00
Volume 38,799 69,026 30,227 77.9% 220,666
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 102.64 102.37 101.13
R3 101.97 101.70 100.94
R2 101.30 101.30 100.88
R1 101.03 101.03 100.82 101.17
PP 100.63 100.63 100.63 100.70
S1 100.36 100.36 100.70 100.50
S2 99.96 99.96 100.64
S3 99.29 99.69 100.58
S4 98.62 99.02 100.39
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.99 107.02 102.21
R3 105.35 104.38 101.49
R2 102.71 102.71 101.24
R1 101.74 101.74 101.00 102.23
PP 100.07 100.07 100.07 100.32
S1 99.10 99.10 100.52 99.59
S2 97.43 97.43 100.28
S3 94.79 96.46 100.03
S4 92.15 93.82 99.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.05 98.41 2.64 2.6% 0.96 1.0% 89% False False 44,133
10 101.05 97.30 3.75 3.7% 1.05 1.0% 92% False False 43,282
20 101.80 97.30 4.50 4.5% 1.09 1.1% 77% False False 37,617
40 102.04 95.79 6.25 6.2% 1.13 1.1% 80% False False 28,702
60 102.04 95.06 6.98 6.9% 1.14 1.1% 82% False False 24,873
80 102.04 92.02 10.02 9.9% 1.09 1.1% 87% False False 20,650
100 102.04 89.73 12.31 12.2% 1.05 1.0% 90% False False 17,667
120 102.04 89.73 12.31 12.2% 1.00 1.0% 90% False False 15,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 103.75
2.618 102.65
1.618 101.98
1.000 101.57
0.618 101.31
HIGH 100.90
0.618 100.64
0.500 100.57
0.382 100.49
LOW 100.23
0.618 99.82
1.000 99.56
1.618 99.15
2.618 98.48
4.250 97.38
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 100.70 100.69
PP 100.63 100.62
S1 100.57 100.55

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

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