NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 103.33 103.20 -0.13 -0.1% 100.83
High 103.58 103.47 -0.11 -0.1% 103.57
Low 102.72 101.93 -0.79 -0.8% 100.75
Close 103.18 101.99 -1.19 -1.2% 103.43
Range 0.86 1.54 0.68 79.1% 2.82
ATR 1.08 1.11 0.03 3.0% 0.00
Volume 55,912 45,144 -10,768 -19.3% 305,682
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 107.08 106.08 102.84
R3 105.54 104.54 102.41
R2 104.00 104.00 102.27
R1 103.00 103.00 102.13 102.73
PP 102.46 102.46 102.46 102.33
S1 101.46 101.46 101.85 101.19
S2 100.92 100.92 101.71
S3 99.38 99.92 101.57
S4 97.84 98.38 101.14
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 111.04 110.06 104.98
R3 108.22 107.24 104.21
R2 105.40 105.40 103.95
R1 104.42 104.42 103.69 104.91
PP 102.58 102.58 102.58 102.83
S1 101.60 101.60 103.17 102.09
S2 99.76 99.76 102.91
S3 96.94 98.78 102.65
S4 94.12 95.96 101.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.58 101.90 1.68 1.6% 1.05 1.0% 5% False False 63,585
10 103.58 100.04 3.54 3.5% 0.97 0.9% 55% False False 55,716
20 103.58 97.30 6.28 6.2% 1.05 1.0% 75% False False 48,116
40 103.58 96.40 7.18 7.0% 1.11 1.1% 78% False False 36,625
60 103.58 95.06 8.52 8.4% 1.14 1.1% 81% False False 30,628
80 103.58 92.02 11.56 11.3% 1.11 1.1% 86% False False 25,138
100 103.58 89.73 13.85 13.6% 1.08 1.1% 89% False False 21,508
120 103.58 89.73 13.85 13.6% 1.01 1.0% 89% False False 18,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 110.02
2.618 107.50
1.618 105.96
1.000 105.01
0.618 104.42
HIGH 103.47
0.618 102.88
0.500 102.70
0.382 102.52
LOW 101.93
0.618 100.98
1.000 100.39
1.618 99.44
2.618 97.90
4.250 95.39
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 102.70 102.76
PP 102.46 102.50
S1 102.23 102.25

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

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