NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 97.65 97.66 0.01 0.0% 97.31
High 98.56 98.76 0.20 0.2% 98.50
Low 97.28 97.66 0.38 0.4% 95.73
Close 97.68 98.63 0.95 1.0% 97.75
Range 1.28 1.10 -0.18 -14.1% 2.77
ATR 1.33 1.31 -0.02 -1.2% 0.00
Volume 20,079 26,766 6,687 33.3% 177,068
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.65 101.24 99.24
R3 100.55 100.14 98.93
R2 99.45 99.45 98.83
R1 99.04 99.04 98.73 99.25
PP 98.35 98.35 98.35 98.45
S1 97.94 97.94 98.53 98.15
S2 97.25 97.25 98.43
S3 96.15 96.84 98.33
S4 95.05 95.74 98.03
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.64 104.46 99.27
R3 102.87 101.69 98.51
R2 100.10 100.10 98.26
R1 98.92 98.92 98.00 99.51
PP 97.33 97.33 97.33 97.62
S1 96.15 96.15 97.50 96.74
S2 94.56 94.56 97.24
S3 91.79 93.38 96.99
S4 89.02 90.61 96.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.76 96.37 2.39 2.4% 1.30 1.3% 95% True False 31,157
10 98.76 95.73 3.03 3.1% 1.22 1.2% 96% True False 35,776
20 102.27 95.73 6.54 6.6% 1.36 1.4% 44% False False 31,717
40 102.27 92.85 9.42 9.6% 1.23 1.2% 61% False False 24,396
60 102.27 90.40 11.87 12.0% 1.20 1.2% 69% False False 20,451
80 102.27 90.40 11.87 12.0% 1.09 1.1% 69% False False 17,219
100 102.27 90.40 11.87 12.0% 1.06 1.1% 69% False False 15,030
120 102.27 90.40 11.87 12.0% 1.03 1.0% 69% False False 13,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.44
2.618 101.64
1.618 100.54
1.000 99.86
0.618 99.44
HIGH 98.76
0.618 98.34
0.500 98.21
0.382 98.08
LOW 97.66
0.618 96.98
1.000 96.56
1.618 95.88
2.618 94.78
4.250 92.99
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 98.49 98.43
PP 98.35 98.22
S1 98.21 98.02

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

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