NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 99.91 99.65 -0.26 -0.3% 98.42
High 99.91 100.75 0.84 0.8% 100.09
Low 99.04 99.38 0.34 0.3% 98.05
Close 99.53 100.21 0.68 0.7% 99.53
Range 0.87 1.37 0.50 57.5% 2.04
ATR 1.09 1.11 0.02 1.9% 0.00
Volume 18,455 15,098 -3,357 -18.2% 86,812
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.22 103.59 100.96
R3 102.85 102.22 100.59
R2 101.48 101.48 100.46
R1 100.85 100.85 100.34 101.17
PP 100.11 100.11 100.11 100.27
S1 99.48 99.48 100.08 99.80
S2 98.74 98.74 99.96
S3 97.37 98.11 99.83
S4 96.00 96.74 99.46
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.34 104.48 100.65
R3 103.30 102.44 100.09
R2 101.26 101.26 99.90
R1 100.40 100.40 99.72 100.83
PP 99.22 99.22 99.22 99.44
S1 98.36 98.36 99.34 98.79
S2 97.18 97.18 99.16
S3 95.14 96.32 98.97
S4 93.10 94.28 98.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.75 98.05 2.70 2.7% 1.10 1.1% 80% True False 20,382
10 100.75 96.38 4.37 4.4% 1.00 1.0% 88% True False 20,923
20 100.75 92.85 7.90 7.9% 1.11 1.1% 93% True False 16,593
40 100.75 90.40 10.35 10.3% 1.10 1.1% 95% True False 14,265
60 100.75 90.40 10.35 10.3% 1.00 1.0% 95% True False 12,095
80 100.75 90.40 10.35 10.3% 0.97 1.0% 95% True False 10,550
100 100.75 90.40 10.35 10.3% 0.96 1.0% 95% True False 9,020
120 100.75 90.40 10.35 10.3% 0.92 0.9% 95% True False 7,806
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.57
2.618 104.34
1.618 102.97
1.000 102.12
0.618 101.60
HIGH 100.75
0.618 100.23
0.500 100.07
0.382 99.90
LOW 99.38
0.618 98.53
1.000 98.01
1.618 97.16
2.618 95.79
4.250 93.56
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 100.16 100.11
PP 100.11 100.00
S1 100.07 99.90

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

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