NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 100.62 101.53 0.91 0.9% 102.81
High 101.76 101.60 -0.16 -0.2% 102.84
Low 100.37 99.26 -1.11 -1.1% 99.26
Close 101.70 99.64 -2.06 -2.0% 99.64
Range 1.39 2.34 0.95 68.3% 3.58
ATR 1.12 1.21 0.09 8.4% 0.00
Volume 50,121 54,025 3,904 7.8% 215,178
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.19 105.75 100.93
R3 104.85 103.41 100.28
R2 102.51 102.51 100.07
R1 101.07 101.07 99.85 100.62
PP 100.17 100.17 100.17 99.94
S1 98.73 98.73 99.43 98.28
S2 97.83 97.83 99.21
S3 95.49 96.39 99.00
S4 93.15 94.05 98.35
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.32 109.06 101.61
R3 107.74 105.48 100.62
R2 104.16 104.16 100.30
R1 101.90 101.90 99.97 101.24
PP 100.58 100.58 100.58 100.25
S1 98.32 98.32 99.31 97.66
S2 97.00 97.00 98.98
S3 93.42 94.74 98.66
S4 89.84 91.16 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.84 99.26 3.58 3.6% 1.44 1.4% 11% False True 43,035
10 104.50 99.26 5.24 5.3% 1.19 1.2% 7% False True 38,905
20 105.55 99.26 6.29 6.3% 1.17 1.2% 6% False True 38,891
40 105.55 98.17 7.38 7.4% 1.05 1.1% 20% False False 29,932
60 105.55 95.59 9.96 10.0% 1.02 1.0% 41% False False 24,256
80 105.55 93.74 11.81 11.9% 1.00 1.0% 50% False False 20,173
100 105.55 93.72 11.83 11.9% 0.96 1.0% 50% False False 17,403
120 105.55 90.39 15.16 15.2% 0.92 0.9% 61% False False 15,008
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 0.19
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 111.55
2.618 107.73
1.618 105.39
1.000 103.94
0.618 103.05
HIGH 101.60
0.618 100.71
0.500 100.43
0.382 100.15
LOW 99.26
0.618 97.81
1.000 96.92
1.618 95.47
2.618 93.13
4.250 89.32
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 100.43 100.68
PP 100.17 100.33
S1 99.90 99.99

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

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