NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 100.62 100.28 -0.34 -0.3% 100.85
High 100.89 100.48 -0.41 -0.4% 102.20
Low 99.64 99.22 -0.42 -0.4% 99.83
Close 100.32 99.73 -0.59 -0.6% 100.87
Range 1.25 1.26 0.01 0.8% 2.37
ATR 1.30 1.30 0.00 -0.2% 0.00
Volume 84,084 62,955 -21,129 -25.1% 416,518
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.59 102.92 100.42
R3 102.33 101.66 100.08
R2 101.07 101.07 99.96
R1 100.40 100.40 99.85 100.11
PP 99.81 99.81 99.81 99.66
S1 99.14 99.14 99.61 98.85
S2 98.55 98.55 99.50
S3 97.29 97.88 99.38
S4 96.03 96.62 99.04
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
5 101.82 99.22 2.60 2.6% 1.26 1.3% 20% False True 82,696
10 102.20 99.03 3.17 3.2% 1.36 1.4% 22% False False 81,469
20 104.46 98.23 6.23 6.2% 1.34 1.3% 24% False False 63,397
40 105.55 98.23 7.32 7.3% 1.21 1.2% 20% False False 47,636
60 105.55 95.59 9.96 10.0% 1.11 1.1% 42% False False 37,314
80 105.55 95.59 9.96 10.0% 1.06 1.1% 42% False False 30,674
100 105.55 93.72 11.83 11.9% 1.03 1.0% 51% False False 25,897
120 105.55 92.47 13.08 13.1% 0.99 1.0% 56% False False 22,431
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.84
2.618 103.78
1.618 102.52
1.000 101.74
0.618 101.26
HIGH 100.48
0.618 100.00
0.500 99.85
0.382 99.70
LOW 99.22
0.618 98.44
1.000 97.96
1.618 97.18
2.618 95.92
4.250 93.87
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 99.85 100.20
PP 99.81 100.04
S1 99.77 99.89

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

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