NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	99.76	98.62	-1.14	-1.1%	100.41
High	99.78	99.04	-0.74	-0.7%	100.72
Low	98.34	97.92	-0.42	-0.4%	98.34
Close	98.44	98.29	-0.15	-0.2%	98.44
Range	1.44	1.12	-0.32	-22.2%	2.38
ATR	1.08	1.09	0.00	0.2%	0.00
Volume	32,845	27,913	-4,932	-15.0%	142,232

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.78	101.15	98.91
R3	100.66	100.03	98.60
R2	99.54	99.54	98.50
R1	98.91	98.91	98.39	98.67
PP	98.42	98.42	98.42	98.29
S1	97.79	97.79	98.19	97.55
S2	97.30	97.30	98.08
S3	96.18	96.67	97.98
S4	95.06	95.55	97.67

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.31	104.75	99.75
R3	103.93	102.37	99.09
R2	101.55	101.55	98.88
R1	99.99	99.99	98.66	99.58
PP	99.17	99.17	99.17	98.96
S1	97.61	97.61	98.22	97.20
S2	96.79	96.79	98.00
S3	94.41	95.23	97.79
S4	92.03	92.85	97.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.65	97.92	2.73	2.8%	1.09	1.1%	14%	False	True	29,920
10	100.94	97.92	3.02	3.1%	1.03	1.0%	12%	False	True	28,813
20	100.94	95.51	5.43	5.5%	1.06	1.1%	51%	False	False	26,084
40	100.94	94.34	6.60	6.7%	1.11	1.1%	60%	False	False	23,016
60	100.94	91.15	9.79	10.0%	1.06	1.1%	73%	False	False	19,535
80	100.94	89.09	11.85	12.1%	1.06	1.1%	78%	False	False	17,524

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.80
2.618	101.97
1.618	100.85
1.000	100.16
0.618	99.73
HIGH	99.04
0.618	98.61
0.500	98.48
0.382	98.35
LOW	97.92
0.618	97.23
1.000	96.80
1.618	96.11
2.618	94.99
4.250	93.16

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	98.48	98.96
PP	98.42	98.74
S1	98.35	98.51

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