NYMEX Light Sweet Crude Oil Future January 2015


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 93.85 94.18 0.33 0.4% 95.73
High 94.20 94.33 0.13 0.1% 95.83
Low 93.81 93.41 -0.40 -0.4% 93.32
Close 94.07 93.67 -0.40 -0.4% 94.07
Range 0.39 0.92 0.53 135.9% 2.51
ATR 0.75 0.76 0.01 1.6% 0.00
Volume 5,440 2,712 -2,728 -50.1% 20,151
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 96.56 96.04 94.18
R3 95.64 95.12 93.92
R2 94.72 94.72 93.84
R1 94.20 94.20 93.75 94.00
PP 93.80 93.80 93.80 93.71
S1 93.28 93.28 93.59 93.08
S2 92.88 92.88 93.50
S3 91.96 92.36 93.42
S4 91.04 91.44 93.16
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 101.94 100.51 95.45
R3 99.43 98.00 94.76
R2 96.92 96.92 94.53
R1 95.49 95.49 94.30 94.95
PP 94.41 94.41 94.41 94.14
S1 92.98 92.98 93.84 92.44
S2 91.90 91.90 93.61
S3 89.39 90.47 93.38
S4 86.88 87.96 92.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.83 93.32 2.51 2.7% 0.71 0.8% 14% False False 3,997
10 96.55 93.32 3.23 3.4% 0.70 0.7% 11% False False 3,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 96.74
1.618 95.82
1.000 95.25
0.618 94.90
HIGH 94.33
0.618 93.98
0.500 93.87
0.382 93.76
LOW 93.41
0.618 92.84
1.000 92.49
1.618 91.92
2.618 91.00
4.250 89.50
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 93.87 93.83
PP 93.80 93.77
S1 93.74 93.72

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

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