NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 102.10 102.01 -0.09 -0.1% 104.07
High 102.82 102.09 -0.73 -0.7% 104.46
Low 101.69 100.62 -1.07 -1.1% 102.37
Close 102.01 101.04 -0.97 -1.0% 102.74
Range 1.13 1.47 0.34 30.1% 2.09
ATR 1.07 1.10 0.03 2.7% 0.00
Volume 30,314 48,894 18,580 61.3% 144,397
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.66 104.82 101.85
R3 104.19 103.35 101.44
R2 102.72 102.72 101.31
R1 101.88 101.88 101.17 101.57
PP 101.25 101.25 101.25 101.09
S1 100.41 100.41 100.91 100.10
S2 99.78 99.78 100.77
S3 98.31 98.94 100.64
S4 96.84 97.47 100.23
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.46 108.19 103.89
R3 107.37 106.10 103.31
R2 105.28 105.28 103.12
R1 104.01 104.01 102.93 103.60
PP 103.19 103.19 103.19 102.99
S1 101.92 101.92 102.55 101.51
S2 101.10 101.10 102.36
S3 99.01 99.83 102.17
S4 96.92 97.74 101.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.02 100.62 3.40 3.4% 1.06 1.1% 12% False True 39,730
10 105.52 100.62 4.90 4.8% 1.14 1.1% 9% False True 36,453
20 105.55 100.62 4.93 4.9% 1.11 1.1% 9% False True 36,885
40 105.55 97.10 8.45 8.4% 1.01 1.0% 47% False False 28,274
60 105.55 95.59 9.96 9.9% 0.98 1.0% 55% False False 22,829
80 105.55 93.72 11.83 11.7% 0.97 1.0% 62% False False 19,002
100 105.55 93.72 11.83 11.7% 0.95 0.9% 62% False False 16,425
120 105.55 89.65 15.90 15.7% 0.89 0.9% 72% False False 14,181
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 0.22
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108.34
2.618 105.94
1.618 104.47
1.000 103.56
0.618 103.00
HIGH 102.09
0.618 101.53
0.500 101.36
0.382 101.18
LOW 100.62
0.618 99.71
1.000 99.15
1.618 98.24
2.618 96.77
4.250 94.37
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 101.36 101.73
PP 101.25 101.50
S1 101.15 101.27

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

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