NYMEX Light Sweet Crude Oil Future September 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 100.05 100.54 0.49 0.5% 103.30
High 100.78 100.63 -0.15 -0.1% 103.63
Low 99.72 98.68 -1.04 -1.0% 99.91
Close 100.48 99.53 -0.95 -0.9% 100.30
Range 1.06 1.95 0.89 84.0% 3.72
ATR 1.24 1.29 0.05 4.1% 0.00
Volume 151,215 203,969 52,754 34.9% 561,549
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.46 104.45 100.60
R3 103.51 102.50 100.07
R2 101.56 101.56 99.89
R1 100.55 100.55 99.71 100.08
PP 99.61 99.61 99.61 99.38
S1 98.60 98.60 99.35 98.13
S2 97.66 97.66 99.17
S3 95.71 96.65 98.99
S4 93.76 94.70 98.46
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 112.44 110.09 102.35
R3 108.72 106.37 101.32
R2 105.00 105.00 100.98
R1 102.65 102.65 100.64 101.97
PP 101.28 101.28 101.28 100.94
S1 98.93 98.93 99.96 98.25
S2 97.56 97.56 99.62
S3 93.84 95.21 99.28
S4 90.12 91.49 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.90 98.68 4.22 4.2% 1.70 1.7% 20% False True 144,709
10 104.89 98.68 6.21 6.2% 1.29 1.3% 14% False True 116,401
20 106.64 98.68 7.96 8.0% 1.26 1.3% 11% False True 92,786
40 106.64 98.68 7.96 8.0% 1.18 1.2% 11% False True 71,162
60 106.64 96.43 10.21 10.3% 1.12 1.1% 30% False False 57,592
80 106.64 95.51 11.13 11.2% 1.10 1.1% 36% False False 48,931
100 106.64 94.34 12.30 12.4% 1.11 1.1% 42% False False 42,891
120 106.64 91.15 15.49 15.6% 1.08 1.1% 54% False False 37,865
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.92
2.618 105.74
1.618 103.79
1.000 102.58
0.618 101.84
HIGH 100.63
0.618 99.89
0.500 99.66
0.382 99.42
LOW 98.68
0.618 97.47
1.000 96.73
1.618 95.52
2.618 93.57
4.250 90.39
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 99.66 100.52
PP 99.61 100.19
S1 99.57 99.86

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

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