NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 99.48 99.54 0.06 0.1% 98.42
High 100.09 100.00 -0.09 -0.1% 100.09
Low 99.10 99.11 0.01 0.0% 98.05
Close 99.75 99.61 -0.14 -0.1% 99.53
Range 0.99 0.89 -0.10 -10.1% 2.04
ATR 1.13 1.11 -0.02 -1.5% 0.00
Volume 16,053 20,648 4,595 28.6% 86,812
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.24 101.82 100.10
R3 101.35 100.93 99.85
R2 100.46 100.46 99.77
R1 100.04 100.04 99.69 100.25
PP 99.57 99.57 99.57 99.68
S1 99.15 99.15 99.53 99.36
S2 98.68 98.68 99.45
S3 97.79 98.26 99.37
S4 96.90 97.37 99.12
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 98.69 2.06 2.1% 1.13 1.1% 45% False False 16,945
10 100.75 96.76 3.99 4.0% 1.09 1.1% 71% False False 19,591
20 100.75 92.85 7.90 7.9% 1.10 1.1% 86% False False 17,649
40 100.75 90.40 10.35 10.4% 1.13 1.1% 89% False False 15,102
60 100.75 90.40 10.35 10.4% 1.00 1.0% 89% False False 12,638
80 100.75 90.40 10.35 10.4% 0.99 1.0% 89% False False 11,022
100 100.75 90.40 10.35 10.4% 0.97 1.0% 89% False False 9,461
120 100.75 90.40 10.35 10.4% 0.93 0.9% 89% False False 8,160
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.78
2.618 102.33
1.618 101.44
1.000 100.89
0.618 100.55
HIGH 100.00
0.618 99.66
0.500 99.56
0.382 99.45
LOW 99.11
0.618 98.56
1.000 98.22
1.618 97.67
2.618 96.78
4.250 95.33
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 99.59 99.56
PP 99.57 99.50
S1 99.56 99.45

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

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