NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 101.73 100.75 -0.98 -1.0% 100.85
High 101.80 101.18 -0.62 -0.6% 102.20
Low 100.55 99.83 -0.72 -0.7% 99.83
Close 100.72 100.87 0.15 0.1% 100.87
Range 1.25 1.35 0.10 8.0% 2.37
ATR 1.30 1.30 0.00 0.3% 0.00
Volume 121,318 71,721 -49,597 -40.9% 416,518
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.68 104.12 101.61
R3 103.33 102.77 101.24
R2 101.98 101.98 101.12
R1 101.42 101.42 100.99 101.70
PP 100.63 100.63 100.63 100.77
S1 100.07 100.07 100.75 100.35
S2 99.28 99.28 100.62
S3 97.93 98.72 100.50
S4 96.58 97.37 100.13
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.08 106.84 102.17
R3 105.71 104.47 101.52
R2 103.34 103.34 101.30
R1 102.10 102.10 101.09 102.72
PP 100.97 100.97 100.97 101.28
S1 99.73 99.73 100.65 100.35
S2 98.60 98.60 100.44
S3 96.23 97.36 100.22
S4 93.86 94.99 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 99.83 2.37 2.3% 1.31 1.3% 44% False True 83,303
10 102.20 98.23 3.97 3.9% 1.39 1.4% 66% False False 77,775
20 104.50 98.23 6.27 6.2% 1.29 1.3% 42% False False 58,340
40 105.55 98.23 7.32 7.3% 1.19 1.2% 36% False False 44,799
60 105.55 95.59 9.96 9.9% 1.09 1.1% 53% False False 35,380
80 105.55 94.61 10.94 10.8% 1.05 1.0% 57% False False 29,034
100 105.55 93.72 11.83 11.7% 1.02 1.0% 60% False False 24,585
120 105.55 90.83 14.72 14.6% 0.98 1.0% 68% False False 21,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.92
2.618 104.71
1.618 103.36
1.000 102.53
0.618 102.01
HIGH 101.18
0.618 100.66
0.500 100.51
0.382 100.35
LOW 99.83
0.618 99.00
1.000 98.48
1.618 97.65
2.618 96.30
4.250 94.09
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 100.75 100.86
PP 100.63 100.84
S1 100.51 100.83

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

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