NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	99.42	99.39	-0.03	0.0%	99.62
High	99.69	100.00	0.31	0.3%	100.94
Low	99.07	99.33	0.26	0.3%	99.30
Close	99.26	99.73	0.47	0.5%	100.31
Range	0.62	0.67	0.05	8.1%	1.64
ATR	1.08	1.05	-0.02	-2.2%	0.00
Volume	40,720	35,310	-5,410	-13.3%	117,985

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.70	101.38	100.10
R3	101.03	100.71	99.91
R2	100.36	100.36	99.85
R1	100.04	100.04	99.79	100.20
PP	99.69	99.69	99.69	99.77
S1	99.37	99.37	99.67	99.53
S2	99.02	99.02	99.61
S3	98.35	98.70	99.55
S4	97.68	98.03	99.36

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	100.88	99.04	1.84	1.8%	0.94	0.9%	38%	False	False	28,342
10	100.94	99.00	1.94	1.9%	0.92	0.9%	38%	False	False	28,949
20	100.94	95.51	5.43	5.4%	1.03	1.0%	78%	False	False	24,906
40	100.94	94.34	6.60	6.6%	1.08	1.1%	82%	False	False	22,086
60	100.94	91.15	9.79	9.8%	1.04	1.0%	88%	False	False	18,948
80	100.94	89.09	11.85	11.9%	1.05	1.0%	90%	False	False	16,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.85
2.618	101.75
1.618	101.08
1.000	100.67
0.618	100.41
HIGH	100.00
0.618	99.74
0.500	99.67
0.382	99.59
LOW	99.33
0.618	98.92
1.000	98.66
1.618	98.25
2.618	97.58
4.250	96.48

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	99.71	99.85
PP	99.69	99.81
S1	99.67	99.77

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