NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 101.36 101.67 0.31 0.3% 102.28
High 102.05 101.68 -0.37 -0.4% 102.50
Low 100.91 100.67 -0.24 -0.2% 100.67
Close 101.75 101.03 -0.72 -0.7% 101.03
Range 1.14 1.01 -0.13 -11.4% 1.83
ATR 1.04 1.05 0.00 0.3% 0.00
Volume 46,608 36,755 -9,853 -21.1% 147,681
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 104.16 103.60 101.59
R3 103.15 102.59 101.31
R2 102.14 102.14 101.22
R1 101.58 101.58 101.12 101.36
PP 101.13 101.13 101.13 101.01
S1 100.57 100.57 100.94 100.35
S2 100.12 100.12 100.84
S3 99.11 99.56 100.75
S4 98.10 98.55 100.47
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 106.89 105.79 102.04
R3 105.06 103.96 101.53
R2 103.23 103.23 101.37
R1 102.13 102.13 101.20 101.77
PP 101.40 101.40 101.40 101.22
S1 100.30 100.30 100.86 99.94
S2 99.57 99.57 100.69
S3 97.74 98.47 100.53
S4 95.91 96.64 100.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.50 100.67 1.83 1.8% 1.02 1.0% 20% False True 38,109
10 102.50 99.36 3.14 3.1% 0.95 0.9% 53% False False 39,577
20 102.50 96.43 6.07 6.0% 0.98 1.0% 76% False False 34,564
40 102.50 95.75 6.75 6.7% 1.02 1.0% 78% False False 31,125
60 102.50 94.34 8.16 8.1% 1.05 1.0% 82% False False 27,320
80 102.50 92.13 10.37 10.3% 1.04 1.0% 86% False False 23,958
100 102.50 89.09 13.41 13.3% 1.03 1.0% 89% False False 21,515
120 102.50 89.09 13.41 13.3% 0.99 1.0% 89% False False 19,327
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.97
2.618 104.32
1.618 103.31
1.000 102.69
0.618 102.30
HIGH 101.68
0.618 101.29
0.500 101.18
0.382 101.06
LOW 100.67
0.618 100.05
1.000 99.66
1.618 99.04
2.618 98.03
4.250 96.38
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 101.18 101.53
PP 101.13 101.36
S1 101.08 101.20

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

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