NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 101.61 100.84 -0.77 -0.8% 99.48
High 102.20 101.82 -0.38 -0.4% 101.92
Low 100.80 100.61 -0.19 -0.2% 98.23
Close 101.23 101.65 0.42 0.4% 100.94
Range 1.40 1.21 -0.19 -13.6% 3.69
ATR 1.31 1.30 -0.01 -0.5% 0.00
Volume 76,690 73,406 -3,284 -4.3% 361,238
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.99 104.53 102.32
R3 103.78 103.32 101.98
R2 102.57 102.57 101.87
R1 102.11 102.11 101.76 102.34
PP 101.36 101.36 101.36 101.48
S1 100.90 100.90 101.54 101.13
S2 100.15 100.15 101.43
S3 98.94 99.69 101.32
S4 97.73 98.48 100.98
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
5 102.20 99.82 2.38 2.3% 1.46 1.4% 77% False False 80,723
10 102.20 98.23 3.97 3.9% 1.51 1.5% 86% False False 68,886
20 105.52 98.23 7.29 7.2% 1.32 1.3% 47% False False 52,670
40 105.55 98.23 7.32 7.2% 1.18 1.2% 47% False False 40,718
60 105.55 95.59 9.96 9.8% 1.08 1.1% 61% False False 32,537
80 105.55 94.61 10.94 10.8% 1.05 1.0% 64% False False 26,782
100 105.55 93.72 11.83 11.6% 1.02 1.0% 67% False False 22,825
120 105.55 90.54 15.01 14.8% 0.97 1.0% 74% False False 19,689
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 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.96
2.618 104.99
1.618 103.78
1.000 103.03
0.618 102.57
HIGH 101.82
0.618 101.36
0.500 101.22
0.382 101.07
LOW 100.61
0.618 99.86
1.000 99.40
1.618 98.65
2.618 97.44
4.250 95.47
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 101.51 101.55
PP 101.36 101.46
S1 101.22 101.36

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

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