NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 96.02 96.48 0.46 0.5% 97.66
High 96.71 96.77 0.06 0.1% 98.50
Low 96.02 95.59 -0.43 -0.4% 95.62
Close 96.41 96.04 -0.37 -0.4% 96.41
Range 0.69 1.18 0.49 71.0% 2.88
ATR 1.00 1.02 0.01 1.3% 0.00
Volume 16,518 10,988 -5,530 -33.5% 65,813
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 99.67 99.04 96.69
R3 98.49 97.86 96.36
R2 97.31 97.31 96.26
R1 96.68 96.68 96.15 96.41
PP 96.13 96.13 96.13 96.00
S1 95.50 95.50 95.93 95.23
S2 94.95 94.95 95.82
S3 93.77 94.32 95.72
S4 92.59 93.14 95.39
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 105.48 103.83 97.99
R3 102.60 100.95 97.20
R2 99.72 99.72 96.94
R1 98.07 98.07 96.67 97.46
PP 96.84 96.84 96.84 96.54
S1 95.19 95.19 96.15 94.58
S2 93.96 93.96 95.88
S3 91.08 92.31 95.62
S4 88.20 89.43 94.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 95.59 2.91 3.0% 0.99 1.0% 15% False True 12,895
10 99.35 95.59 3.76 3.9% 0.99 1.0% 12% False True 12,762
20 99.80 95.59 4.21 4.4% 0.93 1.0% 11% False True 11,020
40 99.80 93.72 6.08 6.3% 0.92 1.0% 38% False False 8,834
60 99.80 93.16 6.64 6.9% 0.89 0.9% 43% False False 7,670
80 99.80 88.69 11.11 11.6% 0.82 0.9% 66% False False 6,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.79
2.618 99.86
1.618 98.68
1.000 97.95
0.618 97.50
HIGH 96.77
0.618 96.32
0.500 96.18
0.382 96.04
LOW 95.59
0.618 94.86
1.000 94.41
1.618 93.68
2.618 92.50
4.250 90.58
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 96.18 96.18
PP 96.13 96.13
S1 96.09 96.09

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

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