NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 99.73 100.80 1.07 1.1% 103.30
High 100.92 102.91 1.99 2.0% 103.63
Low 99.60 100.61 1.01 1.0% 99.91
Close 100.60 102.20 1.60 1.6% 100.30
Range 1.32 2.30 0.98 74.2% 3.72
ATR 1.30 1.37 0.07 5.6% 0.00
Volume 161,599 256,902 95,303 59.0% 561,549
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.81 107.80 103.47
R3 106.51 105.50 102.83
R2 104.21 104.21 102.62
R1 103.20 103.20 102.41 103.71
PP 101.91 101.91 101.91 102.16
S1 100.90 100.90 101.99 101.41
S2 99.61 99.61 101.78
S3 97.31 98.60 101.57
S4 95.01 96.30 100.94
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
5 102.91 98.68 4.23 4.1% 1.82 1.8% 83% True False 179,286
10 103.63 98.68 4.95 4.8% 1.46 1.4% 71% False False 142,602
20 106.64 98.68 7.96 7.8% 1.34 1.3% 44% False False 106,398
40 106.64 98.68 7.96 7.8% 1.20 1.2% 44% False False 79,736
60 106.64 96.43 10.21 10.0% 1.14 1.1% 57% False False 63,674
80 106.64 95.51 11.13 10.9% 1.12 1.1% 60% False False 53,791
100 106.64 94.34 12.30 12.0% 1.12 1.1% 64% False False 46,788
120 106.64 91.15 15.49 15.2% 1.10 1.1% 71% False False 41,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 112.69
2.618 108.93
1.618 106.63
1.000 105.21
0.618 104.33
HIGH 102.91
0.618 102.03
0.500 101.76
0.382 101.49
LOW 100.61
0.618 99.19
1.000 98.31
1.618 96.89
2.618 94.59
4.250 90.84
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 102.05 101.73
PP 101.91 101.26
S1 101.76 100.80

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

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