NYMEX Light Sweet Crude Oil Future October 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 99.12 100.03 0.91 0.9% 102.81
High 100.20 101.89 1.69 1.7% 102.84
Low 99.03 99.82 0.79 0.8% 99.26
Close 99.90 101.23 1.33 1.3% 99.64
Range 1.17 2.07 0.90 76.9% 3.58
ATR 1.24 1.30 0.06 4.7% 0.00
Volume 70,997 60,985 -10,012 -14.1% 215,178
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.19 106.28 102.37
R3 105.12 104.21 101.80
R2 103.05 103.05 101.61
R1 102.14 102.14 101.42 102.60
PP 100.98 100.98 100.98 101.21
S1 100.07 100.07 101.04 100.53
S2 98.91 98.91 100.85
S3 96.84 98.00 100.66
S4 94.77 95.93 100.09
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
5 101.89 98.23 3.66 3.6% 1.69 1.7% 82% True False 59,222
10 102.86 98.23 4.63 4.6% 1.38 1.4% 65% False False 50,577
20 105.55 98.23 7.32 7.2% 1.29 1.3% 41% False False 42,976
40 105.55 98.23 7.32 7.2% 1.13 1.1% 41% False False 34,161
60 105.55 95.59 9.96 9.8% 1.06 1.0% 57% False False 27,785
80 105.55 94.61 10.94 10.8% 1.02 1.0% 61% False False 22,807
100 105.55 93.72 11.83 11.7% 1.00 1.0% 63% False False 19,562
120 105.55 90.54 15.01 14.8% 0.95 0.9% 71% False False 16,924
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.69
2.618 107.31
1.618 105.24
1.000 103.96
0.618 103.17
HIGH 101.89
0.618 101.10
0.500 100.86
0.382 100.61
LOW 99.82
0.618 98.54
1.000 97.75
1.618 96.47
2.618 94.40
4.250 91.02
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 101.11 100.84
PP 100.98 100.45
S1 100.86 100.06

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

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