NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 98.83 99.37 0.54 0.5% 101.97
High 99.61 99.45 -0.16 -0.2% 102.04
Low 98.55 97.79 -0.76 -0.8% 98.62
Close 99.39 98.43 -0.96 -1.0% 98.99
Range 1.06 1.66 0.60 56.6% 3.42
ATR 1.12 1.16 0.04 3.5% 0.00
Volume 36,092 32,877 -3,215 -8.9% 124,829
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.54 102.64 99.34
R3 101.88 100.98 98.89
R2 100.22 100.22 98.73
R1 99.32 99.32 98.58 98.94
PP 98.56 98.56 98.56 98.37
S1 97.66 97.66 98.28 97.28
S2 96.90 96.90 98.13
S3 95.24 96.00 97.97
S4 93.58 94.34 97.52
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 110.14 107.99 100.87
R3 106.72 104.57 99.93
R2 103.30 103.30 99.62
R1 101.15 101.15 99.30 100.52
PP 99.88 99.88 99.88 99.57
S1 97.73 97.73 98.68 97.10
S2 96.46 96.46 98.36
S3 93.04 94.31 98.05
S4 89.62 90.89 97.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.27 97.79 3.48 3.5% 1.51 1.5% 18% False True 31,507
10 103.54 97.79 5.75 5.8% 1.23 1.3% 11% False True 26,703
20 104.44 97.79 6.65 6.8% 1.11 1.1% 10% False True 23,744
40 104.44 97.79 6.65 6.8% 1.01 1.0% 10% False True 19,122
60 104.44 94.76 9.68 9.8% 0.94 1.0% 38% False False 15,445
80 104.44 93.88 10.56 10.7% 0.90 0.9% 43% False False 12,980
100 104.44 93.00 11.44 11.6% 0.84 0.9% 47% False False 11,373
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.51
2.618 103.80
1.618 102.14
1.000 101.11
0.618 100.48
HIGH 99.45
0.618 98.82
0.500 98.62
0.382 98.42
LOW 97.79
0.618 96.76
1.000 96.13
1.618 95.10
2.618 93.44
4.250 90.74
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 98.62 99.28
PP 98.56 99.00
S1 98.49 98.71

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

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