NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 98.48 99.56 1.08 1.1% 97.57
High 99.91 100.39 0.48 0.5% 100.39
Low 98.35 99.51 1.16 1.2% 97.28
Close 99.61 99.96 0.35 0.4% 99.96
Range 1.56 0.88 -0.68 -43.6% 3.11
ATR 1.33 1.30 -0.03 -2.4% 0.00
Volume 34,126 36,027 1,901 5.6% 142,542
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.59 102.16 100.44
R3 101.71 101.28 100.20
R2 100.83 100.83 100.12
R1 100.40 100.40 100.04 100.62
PP 99.95 99.95 99.95 100.06
S1 99.52 99.52 99.88 99.74
S2 99.07 99.07 99.80
S3 98.19 98.64 99.72
S4 97.31 97.76 99.48
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.54 107.36 101.67
R3 105.43 104.25 100.82
R2 102.32 102.32 100.53
R1 101.14 101.14 100.25 101.73
PP 99.21 99.21 99.21 99.51
S1 98.03 98.03 99.67 98.62
S2 96.10 96.10 99.39
S3 92.99 94.92 99.10
S4 89.88 91.81 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 97.28 3.11 3.1% 1.19 1.2% 86% True False 28,508
10 100.39 95.73 4.66 4.7% 1.28 1.3% 91% True False 31,961
20 102.27 95.73 6.54 6.5% 1.39 1.4% 65% False False 33,098
40 102.27 92.85 9.42 9.4% 1.25 1.2% 75% False False 25,609
60 102.27 90.40 11.87 11.9% 1.23 1.2% 81% False False 21,363
80 102.27 90.40 11.87 11.9% 1.10 1.1% 81% False False 18,001
100 102.27 90.40 11.87 11.9% 1.07 1.1% 81% False False 15,590
120 102.27 90.40 11.87 11.9% 1.04 1.0% 81% False False 13,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.13
2.618 102.69
1.618 101.81
1.000 101.27
0.618 100.93
HIGH 100.39
0.618 100.05
0.500 99.95
0.382 99.85
LOW 99.51
0.618 98.97
1.000 98.63
1.618 98.09
2.618 97.21
4.250 95.77
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 99.96 99.65
PP 99.95 99.34
S1 99.95 99.03

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

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