NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 102.31 102.66 0.35 0.3% 103.33
High 103.11 102.71 -0.40 -0.4% 103.58
Low 101.87 101.63 -0.24 -0.2% 101.63
Close 102.78 101.98 -0.80 -0.8% 101.98
Range 1.24 1.08 -0.16 -12.9% 1.95
ATR 1.12 1.12 0.00 0.2% 0.00
Volume 98,234 64,609 -33,625 -34.2% 263,899
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 105.35 104.74 102.57
R3 104.27 103.66 102.28
R2 103.19 103.19 102.18
R1 102.58 102.58 102.08 102.35
PP 102.11 102.11 102.11 101.99
S1 101.50 101.50 101.88 101.27
S2 101.03 101.03 101.78
S3 99.95 100.42 101.68
S4 98.87 99.34 101.39
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 108.25 107.06 103.05
R3 106.30 105.11 102.52
R2 104.35 104.35 102.34
R1 103.16 103.16 102.16 102.78
PP 102.40 102.40 102.40 102.21
S1 101.21 101.21 101.80 100.83
S2 100.45 100.45 101.62
S3 98.50 99.26 101.44
S4 96.55 97.31 100.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.58 101.63 1.95 1.9% 1.10 1.1% 18% False True 64,652
10 103.58 100.23 3.35 3.3% 1.04 1.0% 52% False False 63,860
20 103.58 97.30 6.28 6.2% 1.05 1.0% 75% False False 52,402
40 103.58 96.65 6.93 6.8% 1.10 1.1% 77% False False 40,099
60 103.58 95.06 8.52 8.4% 1.13 1.1% 81% False False 32,665
80 103.58 92.97 10.61 10.4% 1.11 1.1% 85% False False 26,984
100 103.58 89.73 13.85 13.6% 1.07 1.1% 88% False False 23,047
120 103.58 89.73 13.85 13.6% 1.02 1.0% 88% False False 19,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.30
2.618 105.54
1.618 104.46
1.000 103.79
0.618 103.38
HIGH 102.71
0.618 102.30
0.500 102.17
0.382 102.04
LOW 101.63
0.618 100.96
1.000 100.55
1.618 99.88
2.618 98.80
4.250 97.04
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 102.17 102.55
PP 102.11 102.36
S1 102.04 102.17

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

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