NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 100.13 100.25 0.12 0.1% 97.61
High 100.94 100.88 -0.06 -0.1% 99.91
Low 99.69 99.87 0.18 0.2% 96.81
Close 100.22 100.31 0.09 0.1% 99.49
Range 1.25 1.01 -0.24 -19.2% 3.10
ATR 1.10 1.10 -0.01 -0.6% 0.00
Volume 22,473 32,327 9,854 43.8% 146,050
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.38 102.86 100.87
R3 102.37 101.85 100.59
R2 101.36 101.36 100.50
R1 100.84 100.84 100.40 101.10
PP 100.35 100.35 100.35 100.49
S1 99.83 99.83 100.22 100.09
S2 99.34 99.34 100.12
S3 98.33 98.82 100.03
S4 97.32 97.81 99.75
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.04 106.86 101.20
R3 104.94 103.76 100.34
R2 101.84 101.84 100.06
R1 100.66 100.66 99.77 101.25
PP 98.74 98.74 98.74 99.03
S1 97.56 97.56 99.21 98.15
S2 95.64 95.64 98.92
S3 92.54 94.46 98.64
S4 89.44 91.36 97.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.94 99.00 1.94 1.9% 0.99 1.0% 68% False False 28,688
10 100.94 96.81 4.13 4.1% 1.02 1.0% 85% False False 27,944
20 100.94 94.83 6.11 6.1% 1.09 1.1% 90% False False 22,939
40 100.94 94.34 6.60 6.6% 1.09 1.1% 90% False False 20,661
60 100.94 91.15 9.79 9.8% 1.04 1.0% 94% False False 17,990
80 100.94 89.09 11.85 11.8% 1.03 1.0% 95% False False 15,793
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.17
2.618 103.52
1.618 102.51
1.000 101.89
0.618 101.50
HIGH 100.88
0.618 100.49
0.500 100.38
0.382 100.26
LOW 99.87
0.618 99.25
1.000 98.86
1.618 98.24
2.618 97.23
4.250 95.58
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 100.38 100.28
PP 100.35 100.25
S1 100.33 100.22

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

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