NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 100.28 99.79 -0.49 -0.5% 100.85
High 100.48 100.30 -0.18 -0.2% 102.20
Low 99.22 98.23 -0.99 -1.0% 99.83
Close 99.73 99.04 -0.69 -0.7% 100.87
Range 1.26 2.07 0.81 64.3% 2.37
ATR 1.30 1.35 0.06 4.3% 0.00
Volume 62,955 91,483 28,528 45.3% 416,518
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.40 104.29 100.18
R3 103.33 102.22 99.61
R2 101.26 101.26 99.42
R1 100.15 100.15 99.23 99.67
PP 99.19 99.19 99.19 98.95
S1 98.08 98.08 98.85 97.60
S2 97.12 97.12 98.66
S3 95.05 96.01 98.47
S4 92.98 93.94 97.90
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
5 101.80 98.23 3.57 3.6% 1.44 1.4% 23% False True 86,312
10 102.20 98.23 3.97 4.0% 1.45 1.5% 20% False True 83,517
20 104.02 98.23 5.79 5.8% 1.38 1.4% 14% False True 65,953
40 105.55 98.23 7.32 7.4% 1.24 1.3% 11% False True 49,498
60 105.55 95.82 9.73 9.8% 1.12 1.1% 33% False False 38,655
80 105.55 95.59 9.96 10.1% 1.07 1.1% 35% False False 31,747
100 105.55 93.72 11.83 11.9% 1.04 1.0% 45% False False 26,727
120 105.55 93.16 12.39 12.5% 1.00 1.0% 47% False False 23,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109.10
2.618 105.72
1.618 103.65
1.000 102.37
0.618 101.58
HIGH 100.30
0.618 99.51
0.500 99.27
0.382 99.02
LOW 98.23
0.618 96.95
1.000 96.16
1.618 94.88
2.618 92.81
4.250 89.43
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 99.27 99.56
PP 99.19 99.39
S1 99.12 99.21

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

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