NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	100.25	100.41	0.16	0.2%	99.62
High	100.88	100.72	-0.16	-0.2%	100.94
Low	99.87	99.95	0.08	0.1%	99.30
Close	100.31	100.70	0.39	0.4%	100.31
Range	1.01	0.77	-0.24	-23.8%	1.64
ATR	1.10	1.07	-0.02	-2.1%	0.00
Volume	32,327	20,543	-11,784	-36.5%	117,985

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.77	102.50	101.12
R3	102.00	101.73	100.91
R2	101.23	101.23	100.84
R1	100.96	100.96	100.77	101.10
PP	100.46	100.46	100.46	100.52
S1	100.19	100.19	100.63	100.33
S2	99.69	99.69	100.56
S3	98.92	99.42	100.49
S4	98.15	98.65	100.28

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.10	104.35	101.21
R3	103.46	102.71	100.76
R2	101.82	101.82	100.61
R1	101.07	101.07	100.46	101.45
PP	100.18	100.18	100.18	100.37
S1	99.43	99.43	100.16	99.81
S2	98.54	98.54	100.01
S3	96.90	97.79	99.86
S4	95.26	96.15	99.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.94	99.30	1.64	1.6%	0.96	1.0%	85%	False	False	27,705
10	100.94	96.81	4.13	4.1%	1.01	1.0%	94%	False	False	28,457
20	100.94	95.51	5.43	5.4%	1.03	1.0%	96%	False	False	22,950
40	100.94	94.34	6.60	6.6%	1.09	1.1%	96%	False	False	20,839
60	100.94	91.15	9.79	9.7%	1.04	1.0%	98%	False	False	18,139
80	100.94	89.09	11.85	11.8%	1.03	1.0%	98%	False	False	15,970

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	103.99
2.618	102.74
1.618	101.97
1.000	101.49
0.618	101.20
HIGH	100.72
0.618	100.43
0.500	100.34
0.382	100.24
LOW	99.95
0.618	99.47
1.000	99.18
1.618	98.70
2.618	97.93
4.250	96.68

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	100.58	100.57
PP	100.46	100.44
S1	100.34	100.32

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols