NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 99.86 100.11 0.25 0.3% 97.52
High 100.55 101.05 0.50 0.5% 100.09
Low 99.81 99.85 0.04 0.0% 97.46
Close 100.17 100.50 0.33 0.3% 99.82
Range 0.74 1.20 0.46 62.2% 2.63
ATR 1.02 1.03 0.01 1.3% 0.00
Volume 29,164 35,540 6,376 21.9% 177,330
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 104.07 103.48 101.16
R3 102.87 102.28 100.83
R2 101.67 101.67 100.72
R1 101.08 101.08 100.61 101.38
PP 100.47 100.47 100.47 100.61
S1 99.88 99.88 100.39 100.18
S2 99.27 99.27 100.28
S3 98.07 98.68 100.17
S4 96.87 97.48 99.84
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.01 106.05 101.27
R3 104.38 103.42 100.54
R2 101.75 101.75 100.30
R1 100.79 100.79 100.06 101.27
PP 99.12 99.12 99.12 99.37
S1 98.16 98.16 99.58 98.64
S2 96.49 96.49 99.34
S3 93.86 95.53 99.10
S4 91.23 92.90 98.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.05 99.12 1.93 1.9% 0.80 0.8% 72% True False 37,293
10 101.05 96.98 4.07 4.0% 0.96 1.0% 86% True False 33,365
20 101.05 96.43 4.62 4.6% 0.99 1.0% 88% True False 31,587
40 101.05 95.51 5.54 5.5% 1.03 1.0% 90% True False 27,126
60 101.05 94.34 6.71 6.7% 1.06 1.1% 92% True False 24,369
80 101.05 91.15 9.90 9.9% 1.04 1.0% 94% True False 21,428
100 101.05 89.09 11.96 11.9% 1.03 1.0% 95% True False 19,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.15
2.618 104.19
1.618 102.99
1.000 102.25
0.618 101.79
HIGH 101.05
0.618 100.59
0.500 100.45
0.382 100.31
LOW 99.85
0.618 99.11
1.000 98.65
1.618 97.91
2.618 96.71
4.250 94.75
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 100.48 100.40
PP 100.47 100.30
S1 100.45 100.21

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

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