NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 98.52 99.26 0.74 0.8% 101.97
High 99.55 100.88 1.33 1.3% 102.04
Low 98.52 99.04 0.52 0.5% 98.62
Close 99.20 100.29 1.09 1.1% 98.99
Range 1.03 1.84 0.81 78.6% 3.42
ATR 1.15 1.20 0.05 4.2% 0.00
Volume 37,033 28,093 -8,940 -24.1% 124,829
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.59 104.78 101.30
R3 103.75 102.94 100.80
R2 101.91 101.91 100.63
R1 101.10 101.10 100.46 101.51
PP 100.07 100.07 100.07 100.27
S1 99.26 99.26 100.12 99.67
S2 98.23 98.23 99.95
S3 96.39 97.42 99.78
S4 94.55 95.58 99.28
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
5 100.88 97.79 3.09 3.1% 1.55 1.5% 81% True False 33,356
10 102.04 97.79 4.25 4.2% 1.28 1.3% 59% False False 28,672
20 104.44 97.79 6.65 6.6% 1.17 1.2% 38% False False 24,762
40 104.44 97.79 6.65 6.6% 1.04 1.0% 38% False False 20,365
60 104.44 94.76 9.68 9.7% 0.96 1.0% 57% False False 16,404
80 104.44 93.88 10.56 10.5% 0.92 0.9% 61% False False 13,683
100 104.44 93.00 11.44 11.4% 0.86 0.9% 64% False False 11,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.70
2.618 105.70
1.618 103.86
1.000 102.72
0.618 102.02
HIGH 100.88
0.618 100.18
0.500 99.96
0.382 99.74
LOW 99.04
0.618 97.90
1.000 97.20
1.618 96.06
2.618 94.22
4.250 91.22
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 100.18 99.97
PP 100.07 99.65
S1 99.96 99.34

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

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