NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 99.79 99.63 -0.16 -0.2% 97.57
High 100.18 99.77 -0.41 -0.4% 100.39
Low 99.23 97.75 -1.48 -1.5% 97.28
Close 99.90 98.18 -1.72 -1.7% 99.96
Range 0.95 2.02 1.07 112.6% 3.11
ATR 1.27 1.34 0.06 4.9% 0.00
Volume 21,414 23,173 1,759 8.2% 142,542
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.63 103.42 99.29
R3 102.61 101.40 98.74
R2 100.59 100.59 98.55
R1 99.38 99.38 98.37 98.98
PP 98.57 98.57 98.57 98.36
S1 97.36 97.36 97.99 96.96
S2 96.55 96.55 97.81
S3 94.53 95.34 97.62
S4 92.51 93.32 97.07
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 97.66 2.73 2.8% 1.30 1.3% 19% False False 28,301
10 100.39 96.37 4.02 4.1% 1.27 1.3% 45% False False 31,086
20 100.79 95.73 5.06 5.2% 1.36 1.4% 48% False False 32,744
40 102.27 93.01 9.26 9.4% 1.27 1.3% 56% False False 26,076
60 102.27 90.40 11.87 12.1% 1.20 1.2% 66% False False 21,913
80 102.27 90.40 11.87 12.1% 1.11 1.1% 66% False False 18,363
100 102.27 90.40 11.87 12.1% 1.08 1.1% 66% False False 15,937
120 102.27 90.40 11.87 12.1% 1.05 1.1% 66% False False 13,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 108.36
2.618 105.06
1.618 103.04
1.000 101.79
0.618 101.02
HIGH 99.77
0.618 99.00
0.500 98.76
0.382 98.52
LOW 97.75
0.618 96.50
1.000 95.73
1.618 94.48
2.618 92.46
4.250 89.17
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 98.76 99.07
PP 98.57 98.77
S1 98.37 98.48

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

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