NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 101.16 102.04 0.88 0.9% 98.45
High 102.13 103.38 1.25 1.2% 101.05
Low 100.83 101.90 1.07 1.1% 98.41
Close 101.50 103.16 1.66 1.6% 100.76
Range 1.30 1.48 0.18 13.8% 2.64
ATR 1.11 1.16 0.06 5.0% 0.00
Volume 48,563 79,158 30,595 63.0% 220,666
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 107.25 106.69 103.97
R3 105.77 105.21 103.57
R2 104.29 104.29 103.43
R1 103.73 103.73 103.30 104.01
PP 102.81 102.81 102.81 102.96
S1 102.25 102.25 103.02 102.53
S2 101.33 101.33 102.89
S3 99.85 100.77 102.75
S4 98.37 99.29 102.35
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
5 103.38 100.04 3.34 3.2% 1.02 1.0% 93% True False 55,159
10 103.38 98.15 5.23 5.1% 1.07 1.0% 96% True False 49,019
20 103.38 97.30 6.08 5.9% 1.10 1.1% 96% True False 41,913
40 103.38 96.40 6.98 6.8% 1.11 1.1% 97% True False 31,915
60 103.38 95.06 8.32 8.1% 1.15 1.1% 97% True False 27,209
80 103.38 92.02 11.36 11.0% 1.10 1.1% 98% True False 22,414
100 103.38 89.73 13.65 13.2% 1.08 1.0% 98% True False 19,241
120 103.38 89.73 13.65 13.2% 1.01 1.0% 98% True False 16,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.67
2.618 107.25
1.618 105.77
1.000 104.86
0.618 104.29
HIGH 103.38
0.618 102.81
0.500 102.64
0.382 102.47
LOW 101.90
0.618 100.99
1.000 100.42
1.618 99.51
2.618 98.03
4.250 95.61
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 102.99 102.80
PP 102.81 102.43
S1 102.64 102.07

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

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