NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 98.24 97.40 -0.84 -0.9% 100.41
High 98.24 97.42 -0.82 -0.8% 100.72
Low 97.01 96.48 -0.53 -0.5% 98.34
Close 97.39 97.04 -0.35 -0.4% 98.44
Range 1.23 0.94 -0.29 -23.6% 2.38
ATR 1.14 1.13 -0.01 -1.3% 0.00
Volume 23,739 33,393 9,654 40.7% 142,232
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 99.80 99.36 97.56
R3 98.86 98.42 97.30
R2 97.92 97.92 97.21
R1 97.48 97.48 97.13 97.23
PP 96.98 96.98 96.98 96.86
S1 96.54 96.54 96.95 96.29
S2 96.04 96.04 96.87
S3 95.10 95.60 96.78
S4 94.16 94.66 96.52
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 99.78 96.48 3.30 3.4% 1.19 1.2% 17% False True 29,280
10 100.88 96.48 4.40 4.5% 1.06 1.1% 13% False True 28,811
20 100.94 95.75 5.19 5.3% 1.06 1.1% 25% False False 27,687
40 100.94 94.34 6.60 6.8% 1.08 1.1% 41% False False 23,698
60 100.94 92.13 8.81 9.1% 1.07 1.1% 56% False False 20,422
80 100.94 89.09 11.85 12.2% 1.04 1.1% 67% False False 18,253
100 100.94 89.09 11.85 12.2% 1.00 1.0% 67% False False 16,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.42
2.618 99.88
1.618 98.94
1.000 98.36
0.618 98.00
HIGH 97.42
0.618 97.06
0.500 96.95
0.382 96.84
LOW 96.48
0.618 95.90
1.000 95.54
1.618 94.96
2.618 94.02
4.250 92.49
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 97.01 97.97
PP 96.98 97.66
S1 96.95 97.35

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

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