NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 100.03 101.82 1.79 1.8% 99.48
High 101.89 101.92 0.03 0.0% 101.92
Low 99.82 100.63 0.81 0.8% 98.23
Close 101.23 100.94 -0.29 -0.3% 100.94
Range 2.07 1.29 -0.78 -37.7% 3.69
ATR 1.30 1.30 0.00 -0.1% 0.00
Volume 60,985 119,151 58,166 95.4% 361,238
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.03 104.28 101.65
R3 103.74 102.99 101.29
R2 102.45 102.45 101.18
R1 101.70 101.70 101.06 101.43
PP 101.16 101.16 101.16 101.03
S1 100.41 100.41 100.82 100.14
S2 99.87 99.87 100.70
S3 98.58 99.12 100.59
S4 97.29 97.83 100.23
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.43 109.88 102.97
R3 107.74 106.19 101.95
R2 104.05 104.05 101.62
R1 102.50 102.50 101.28 103.28
PP 100.36 100.36 100.36 100.75
S1 98.81 98.81 100.60 99.59
S2 96.67 96.67 100.26
S3 92.98 95.12 99.93
S4 89.29 91.43 98.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.92 98.23 3.69 3.7% 1.48 1.5% 73% True False 72,247
10 102.84 98.23 4.61 4.6% 1.46 1.4% 59% False False 57,641
20 105.55 98.23 7.32 7.3% 1.30 1.3% 37% False False 46,787
40 105.55 98.23 7.32 7.3% 1.13 1.1% 37% False False 36,685
60 105.55 95.59 9.96 9.9% 1.07 1.1% 54% False False 29,523
80 105.55 94.61 10.94 10.8% 1.03 1.0% 58% False False 24,258
100 105.55 93.72 11.83 11.7% 1.00 1.0% 61% False False 20,707
120 105.55 90.54 15.01 14.9% 0.95 0.9% 69% False False 17,891
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.40
2.618 105.30
1.618 104.01
1.000 103.21
0.618 102.72
HIGH 101.92
0.618 101.43
0.500 101.28
0.382 101.12
LOW 100.63
0.618 99.83
1.000 99.34
1.618 98.54
2.618 97.25
4.250 95.15
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 101.28 100.79
PP 101.16 100.63
S1 101.05 100.48

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

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