NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 100.46 100.93 0.47 0.5% 103.75
High 101.20 101.06 -0.14 -0.1% 104.20
Low 100.22 99.01 -1.21 -1.2% 100.44
Close 100.91 99.96 -0.95 -0.9% 100.83
Range 0.98 2.05 1.07 109.2% 3.76
ATR 1.33 1.38 0.05 3.8% 0.00
Volume 252,675 331,196 78,521 31.1% 1,200,241
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.16 105.11 101.09
R3 104.11 103.06 100.52
R2 102.06 102.06 100.34
R1 101.01 101.01 100.15 100.51
PP 100.01 100.01 100.01 99.76
S1 98.96 98.96 99.77 98.46
S2 97.96 97.96 99.58
S3 95.91 96.91 99.40
S4 93.86 94.86 98.83
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 113.10 110.73 102.90
R3 109.34 106.97 101.86
R2 105.58 105.58 101.52
R1 103.21 103.21 101.17 102.52
PP 101.82 101.82 101.82 101.48
S1 99.45 99.45 100.49 98.76
S2 98.06 98.06 100.14
S3 94.30 95.69 99.80
S4 90.54 91.93 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.60 99.01 4.59 4.6% 1.74 1.7% 21% False True 269,096
10 106.09 99.01 7.08 7.1% 1.43 1.4% 13% False True 241,580
20 107.50 99.01 8.49 8.5% 1.38 1.4% 11% False True 225,979
40 107.50 99.01 8.49 8.5% 1.26 1.3% 11% False True 154,714
60 107.50 97.30 10.20 10.2% 1.20 1.2% 26% False False 115,682
80 107.50 95.79 11.71 11.7% 1.19 1.2% 36% False False 91,708
100 107.50 95.06 12.44 12.4% 1.19 1.2% 39% False False 76,810
120 107.50 92.02 15.48 15.5% 1.15 1.1% 51% False False 65,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.77
2.618 106.43
1.618 104.38
1.000 103.11
0.618 102.33
HIGH 101.06
0.618 100.28
0.500 100.04
0.382 99.79
LOW 99.01
0.618 97.74
1.000 96.96
1.618 95.69
2.618 93.64
4.250 90.30
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 100.04 100.97
PP 100.01 100.63
S1 99.99 100.30

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

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