NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 99.09 99.94 0.85 0.9% 96.53
High 99.92 101.19 1.27 1.3% 99.08
Low 98.86 99.83 0.97 1.0% 96.53
Close 99.47 100.95 1.48 1.5% 98.86
Range 1.06 1.36 0.30 28.3% 2.55
ATR 0.95 1.00 0.06 5.8% 0.00
Volume 18,578 18,200 -378 -2.0% 91,001
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 104.74 104.20 101.70
R3 103.38 102.84 101.32
R2 102.02 102.02 101.20
R1 101.48 101.48 101.07 101.75
PP 100.66 100.66 100.66 100.79
S1 100.12 100.12 100.83 100.39
S2 99.30 99.30 100.70
S3 97.94 98.76 100.58
S4 96.58 97.40 100.20
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 105.81 104.88 100.26
R3 103.26 102.33 99.56
R2 100.71 100.71 99.33
R1 99.78 99.78 99.09 100.25
PP 98.16 98.16 98.16 98.39
S1 97.23 97.23 98.63 97.70
S2 95.61 95.61 98.39
S3 93.06 94.68 98.16
S4 90.51 92.13 97.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.19 98.17 3.02 3.0% 0.86 0.8% 92% True False 18,219
10 101.19 96.36 4.83 4.8% 0.91 0.9% 95% True False 17,720
20 101.19 95.59 5.60 5.5% 0.95 0.9% 96% True False 15,200
40 101.19 94.61 6.58 6.5% 0.93 0.9% 96% True False 11,831
60 101.19 93.72 7.47 7.4% 0.92 0.9% 97% True False 10,055
80 101.19 90.54 10.65 10.5% 0.86 0.9% 98% True False 8,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 106.97
2.618 104.75
1.618 103.39
1.000 102.55
0.618 102.03
HIGH 101.19
0.618 100.67
0.500 100.51
0.382 100.35
LOW 99.83
0.618 98.99
1.000 98.47
1.618 97.63
2.618 96.27
4.250 94.05
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 100.80 100.64
PP 100.66 100.33
S1 100.51 100.02

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

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