NYMEX Light Sweet Crude Oil Future November 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 100.00 99.29 -0.71 -0.7% 99.69
High 100.08 99.60 -0.48 -0.5% 101.22
Low 98.84 98.46 -0.38 -0.4% 99.04
Close 99.43 98.94 -0.49 -0.5% 100.07
Range 1.24 1.14 -0.10 -8.1% 2.18
ATR 1.22 1.21 -0.01 -0.5% 0.00
Volume 39,511 28,690 -10,821 -27.4% 206,417
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.42 101.82 99.57
R3 101.28 100.68 99.25
R2 100.14 100.14 99.15
R1 99.54 99.54 99.04 99.27
PP 99.00 99.00 99.00 98.87
S1 98.40 98.40 98.84 98.13
S2 97.86 97.86 98.73
S3 96.72 97.26 98.63
S4 95.58 96.12 98.31
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.65 105.54 101.27
R3 104.47 103.36 100.67
R2 102.29 102.29 100.47
R1 101.18 101.18 100.27 101.74
PP 100.11 100.11 100.11 100.39
S1 99.00 99.00 99.87 99.56
S2 97.93 97.93 99.67
S3 95.75 96.82 99.47
S4 93.57 94.64 98.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.93 98.46 2.47 2.5% 1.20 1.2% 19% False True 40,299
10 101.22 98.46 2.76 2.8% 1.27 1.3% 17% False True 41,630
20 103.54 97.79 5.75 5.8% 1.25 1.3% 20% False False 34,166
40 104.44 97.79 6.65 6.7% 1.12 1.1% 17% False False 27,076
60 104.44 94.91 9.53 9.6% 1.02 1.0% 42% False False 21,154
80 104.44 94.76 9.68 9.8% 0.97 1.0% 43% False False 17,632
100 104.44 93.00 11.44 11.6% 0.90 0.9% 52% False False 15,080
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.45
2.618 102.58
1.618 101.44
1.000 100.74
0.618 100.30
HIGH 99.60
0.618 99.16
0.500 99.03
0.382 98.90
LOW 98.46
0.618 97.76
1.000 97.32
1.618 96.62
2.618 95.48
4.250 93.62
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 99.03 99.37
PP 99.00 99.22
S1 98.97 99.08

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

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