NYMEX Light Sweet Crude Oil Future November 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 99.29 98.76 -0.53 -0.5% 99.69
High 99.60 99.41 -0.19 -0.2% 101.22
Low 98.46 97.51 -0.95 -1.0% 99.04
Close 98.94 98.24 -0.70 -0.7% 100.07
Range 1.14 1.90 0.76 66.7% 2.18
ATR 1.21 1.26 0.05 4.0% 0.00
Volume 28,690 43,176 14,486 50.5% 206,417
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.09 103.06 99.29
R3 102.19 101.16 98.76
R2 100.29 100.29 98.59
R1 99.26 99.26 98.41 98.83
PP 98.39 98.39 98.39 98.17
S1 97.36 97.36 98.07 96.93
S2 96.49 96.49 97.89
S3 94.59 95.46 97.72
S4 92.69 93.56 97.20
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 97.51 3.42 3.5% 1.35 1.4% 21% False True 42,082
10 101.22 97.51 3.71 3.8% 1.36 1.4% 20% False True 42,245
20 103.12 97.51 5.61 5.7% 1.29 1.3% 13% False True 35,183
40 104.44 97.51 6.93 7.1% 1.15 1.2% 11% False True 27,875
60 104.44 94.98 9.46 9.6% 1.04 1.1% 34% False False 21,782
80 104.44 94.76 9.68 9.9% 0.98 1.0% 36% False False 18,137
100 104.44 93.00 11.44 11.6% 0.92 0.9% 46% False False 15,442
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 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 107.49
2.618 104.38
1.618 102.48
1.000 101.31
0.618 100.58
HIGH 99.41
0.618 98.68
0.500 98.46
0.382 98.24
LOW 97.51
0.618 96.34
1.000 95.61
1.618 94.44
2.618 92.54
4.250 89.44
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 98.46 98.80
PP 98.39 98.61
S1 98.31 98.43

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

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