NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 103.45 101.95 -1.50 -1.4% 105.69
High 103.60 103.00 -0.60 -0.6% 106.09
Low 101.85 101.55 -0.30 -0.3% 103.67
Close 102.29 102.93 0.64 0.6% 104.06
Range 1.75 1.45 -0.30 -17.1% 2.42
ATR 1.26 1.27 0.01 1.1% 0.00
Volume 250,987 238,076 -12,911 -5.1% 847,024
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.84 106.34 103.73
R3 105.39 104.89 103.33
R2 103.94 103.94 103.20
R1 103.44 103.44 103.06 103.69
PP 102.49 102.49 102.49 102.62
S1 101.99 101.99 102.80 102.24
S2 101.04 101.04 102.66
S3 99.59 100.54 102.53
S4 98.14 99.09 102.13
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.87 110.38 105.39
R3 109.45 107.96 104.73
R2 107.03 107.03 104.50
R1 105.54 105.54 104.28 105.08
PP 104.61 104.61 104.61 104.37
S1 103.12 103.12 103.84 102.66
S2 102.19 102.19 103.62
S3 99.77 100.70 103.39
S4 97.35 98.28 102.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.29 101.55 2.74 2.7% 1.18 1.1% 50% False True 219,525
10 106.81 101.55 5.26 5.1% 1.26 1.2% 26% False True 209,941
20 107.50 101.55 5.95 5.8% 1.33 1.3% 23% False True 205,441
40 107.50 100.04 7.46 7.2% 1.18 1.1% 39% False False 137,064
60 107.50 97.30 10.20 9.9% 1.16 1.1% 55% False False 102,613
80 107.50 95.30 12.20 11.9% 1.16 1.1% 63% False False 81,745
100 107.50 95.06 12.44 12.1% 1.16 1.1% 63% False False 68,562
120 107.50 91.21 16.29 15.8% 1.13 1.1% 72% False False 58,309
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.16
2.618 106.80
1.618 105.35
1.000 104.45
0.618 103.90
HIGH 103.00
0.618 102.45
0.500 102.28
0.382 102.10
LOW 101.55
0.618 100.65
1.000 100.10
1.618 99.20
2.618 97.75
4.250 95.39
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 102.71 102.91
PP 102.49 102.89
S1 102.28 102.88

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

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