NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 101.16 101.02 -0.14 -0.1% 98.88
High 101.27 101.27 0.00 0.0% 101.35
Low 100.62 99.95 -0.67 -0.7% 98.84
Close 100.98 99.99 -0.99 -1.0% 101.23
Range 0.65 1.32 0.67 103.1% 2.51
ATR 0.92 0.95 0.03 3.1% 0.00
Volume 15,032 11,404 -3,628 -24.1% 99,365
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 104.36 103.50 100.72
R3 103.04 102.18 100.35
R2 101.72 101.72 100.23
R1 100.86 100.86 100.11 100.63
PP 100.40 100.40 100.40 100.29
S1 99.54 99.54 99.87 99.31
S2 99.08 99.08 99.75
S3 97.76 98.22 99.63
S4 96.44 96.90 99.26
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 108.00 107.13 102.61
R3 105.49 104.62 101.92
R2 102.98 102.98 101.69
R1 102.11 102.11 101.46 102.55
PP 100.47 100.47 100.47 100.69
S1 99.60 99.60 101.00 100.04
S2 97.96 97.96 100.77
S3 95.45 97.09 100.54
S4 92.94 94.58 99.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.35 99.83 1.52 1.5% 0.89 0.9% 11% False False 18,351
10 101.35 98.17 3.18 3.2% 0.81 0.8% 57% False False 18,707
20 101.35 95.59 5.76 5.8% 0.89 0.9% 76% False False 16,117
40 101.35 94.61 6.74 6.7% 0.93 0.9% 80% False False 12,951
60 101.35 93.72 7.63 7.6% 0.92 0.9% 82% False False 11,027
80 101.35 90.54 10.81 10.8% 0.87 0.9% 87% False False 9,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.88
2.618 104.73
1.618 103.41
1.000 102.59
0.618 102.09
HIGH 101.27
0.618 100.77
0.500 100.61
0.382 100.45
LOW 99.95
0.618 99.13
1.000 98.63
1.618 97.81
2.618 96.49
4.250 94.34
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 100.61 100.65
PP 100.40 100.43
S1 100.20 100.21

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

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