NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 99.63 97.95 -1.68 -1.7% 97.57
High 99.77 98.14 -1.63 -1.6% 100.39
Low 97.75 97.30 -0.45 -0.5% 97.28
Close 98.18 98.04 -0.14 -0.1% 99.96
Range 2.02 0.84 -1.18 -58.4% 3.11
ATR 1.34 1.30 -0.03 -2.4% 0.00
Volume 23,173 29,870 6,697 28.9% 142,542
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 100.35 100.03 98.50
R3 99.51 99.19 98.27
R2 98.67 98.67 98.19
R1 98.35 98.35 98.12 98.51
PP 97.83 97.83 97.83 97.91
S1 97.51 97.51 97.96 97.67
S2 96.99 96.99 97.89
S3 96.15 96.67 97.81
S4 95.31 95.83 97.58
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 97.30 3.09 3.2% 1.25 1.3% 24% False True 28,922
10 100.39 96.37 4.02 4.1% 1.28 1.3% 42% False False 30,039
20 100.39 95.73 4.66 4.8% 1.30 1.3% 50% False False 32,990
40 102.27 93.76 8.51 8.7% 1.26 1.3% 50% False False 26,397
60 102.27 90.40 11.87 12.1% 1.20 1.2% 64% False False 22,247
80 102.27 90.40 11.87 12.1% 1.11 1.1% 64% False False 18,583
100 102.27 90.40 11.87 12.1% 1.08 1.1% 64% False False 16,196
120 102.27 90.40 11.87 12.1% 1.05 1.1% 64% False False 14,152
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 0.22
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 100.34
1.618 99.50
1.000 98.98
0.618 98.66
HIGH 98.14
0.618 97.82
0.500 97.72
0.382 97.62
LOW 97.30
0.618 96.78
1.000 96.46
1.618 95.94
2.618 95.10
4.250 93.73
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 97.93 98.74
PP 97.83 98.51
S1 97.72 98.27

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

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