NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 97.72 98.89 1.17 1.2% 99.79
High 98.97 100.04 1.07 1.1% 100.18
Low 97.55 98.83 1.28 1.3% 97.30
Close 98.84 99.62 0.78 0.8% 99.62
Range 1.42 1.21 -0.21 -14.8% 2.88
ATR 1.31 1.30 -0.01 -0.6% 0.00
Volume 35,686 38,261 2,575 7.2% 148,404
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.13 102.58 100.29
R3 101.92 101.37 99.95
R2 100.71 100.71 99.84
R1 100.16 100.16 99.73 100.44
PP 99.50 99.50 99.50 99.63
S1 98.95 98.95 99.51 99.23
S2 98.29 98.29 99.40
S3 97.08 97.74 99.29
S4 95.87 96.53 98.95
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.67 106.53 101.20
R3 104.79 103.65 100.41
R2 101.91 101.91 100.15
R1 100.77 100.77 99.88 99.90
PP 99.03 99.03 99.03 98.60
S1 97.89 97.89 99.36 97.02
S2 96.15 96.15 99.09
S3 93.27 95.01 98.83
S4 90.39 92.13 98.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.18 97.30 2.88 2.9% 1.29 1.3% 81% False False 29,680
10 100.39 97.28 3.11 3.1% 1.24 1.2% 75% False False 29,094
20 100.39 95.73 4.66 4.7% 1.31 1.3% 83% False False 33,712
40 102.27 94.67 7.60 7.6% 1.28 1.3% 65% False False 27,703
60 102.27 90.40 11.87 11.9% 1.21 1.2% 78% False False 23,035
80 102.27 90.40 11.87 11.9% 1.13 1.1% 78% False False 19,315
100 102.27 90.40 11.87 11.9% 1.09 1.1% 78% False False 16,826
120 102.27 90.40 11.87 11.9% 1.05 1.1% 78% False False 14,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.18
2.618 103.21
1.618 102.00
1.000 101.25
0.618 100.79
HIGH 100.04
0.618 99.58
0.500 99.44
0.382 99.29
LOW 98.83
0.618 98.08
1.000 97.62
1.618 96.87
2.618 95.66
4.250 93.69
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 99.56 99.30
PP 99.50 98.99
S1 99.44 98.67

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

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