NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 101.53 99.48 -2.05 -2.0% 102.81
High 101.60 100.18 -1.42 -1.4% 102.84
Low 99.26 99.12 -0.14 -0.1% 99.26
Close 99.64 99.93 0.29 0.3% 99.64
Range 2.34 1.06 -1.28 -54.7% 3.58
ATR 1.21 1.20 -0.01 -0.9% 0.00
Volume 54,025 53,530 -495 -0.9% 215,178
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.92 102.49 100.51
R3 101.86 101.43 100.22
R2 100.80 100.80 100.12
R1 100.37 100.37 100.03 100.59
PP 99.74 99.74 99.74 99.85
S1 99.31 99.31 99.83 99.53
S2 98.68 98.68 99.74
S3 97.62 98.25 99.64
S4 96.56 97.19 99.35
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
5 102.82 99.12 3.70 3.7% 1.48 1.5% 22% False True 47,376
10 104.46 99.12 5.34 5.3% 1.23 1.2% 15% False True 41,310
20 105.55 99.12 6.43 6.4% 1.16 1.2% 13% False True 38,905
40 105.55 98.40 7.15 7.2% 1.06 1.1% 21% False False 30,826
60 105.55 95.59 9.96 10.0% 1.02 1.0% 44% False False 25,022
80 105.55 93.85 11.70 11.7% 1.00 1.0% 52% False False 20,756
100 105.55 93.72 11.83 11.8% 0.97 1.0% 52% False False 17,887
120 105.55 90.54 15.01 15.0% 0.92 0.9% 63% False False 15,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.69
2.618 102.96
1.618 101.90
1.000 101.24
0.618 100.84
HIGH 100.18
0.618 99.78
0.500 99.65
0.382 99.52
LOW 99.12
0.618 98.46
1.000 98.06
1.618 97.40
2.618 96.34
4.250 94.62
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 99.84 100.44
PP 99.74 100.27
S1 99.65 100.10

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

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