NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 101.60 101.03 -0.57 -0.6% 101.86
High 101.83 101.67 -0.16 -0.2% 103.45
Low 100.37 99.42 -0.95 -0.9% 101.00
Close 100.97 100.27 -0.70 -0.7% 102.09
Range 1.46 2.25 0.79 54.1% 2.45
ATR 1.40 1.46 0.06 4.3% 0.00
Volume 258,060 263,974 5,914 2.3% 1,305,000
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.20 105.99 101.51
R3 104.95 103.74 100.89
R2 102.70 102.70 100.68
R1 101.49 101.49 100.48 100.97
PP 100.45 100.45 100.45 100.20
S1 99.24 99.24 100.06 98.72
S2 98.20 98.20 99.86
S3 95.95 96.99 99.65
S4 93.70 94.74 99.03
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.53 108.26 103.44
R3 107.08 105.81 102.76
R2 104.63 104.63 102.54
R1 103.36 103.36 102.31 104.00
PP 102.18 102.18 102.18 102.50
S1 100.91 100.91 101.87 101.55
S2 99.73 99.73 101.64
S3 97.28 98.46 101.42
S4 94.83 96.01 100.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.31 99.42 3.89 3.9% 1.57 1.6% 22% False True 239,834
10 103.45 99.42 4.03 4.0% 1.61 1.6% 21% False True 249,949
20 103.70 98.68 5.02 5.0% 1.45 1.4% 32% False False 186,998
40 106.64 98.68 7.96 7.9% 1.33 1.3% 20% False False 127,166
60 106.64 96.98 9.66 9.6% 1.22 1.2% 34% False False 96,762
80 106.64 96.43 10.21 10.2% 1.17 1.2% 38% False False 79,760
100 106.64 94.34 12.30 12.3% 1.16 1.2% 48% False False 67,645
120 106.64 94.34 12.30 12.3% 1.13 1.1% 48% False False 58,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111.23
2.618 107.56
1.618 105.31
1.000 103.92
0.618 103.06
HIGH 101.67
0.618 100.81
0.500 100.55
0.382 100.28
LOW 99.42
0.618 98.03
1.000 97.17
1.618 95.78
2.618 93.53
4.250 89.86
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 100.55 100.76
PP 100.45 100.60
S1 100.36 100.43

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

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