NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 101.15 101.24 0.09 0.1% 102.37
High 101.34 101.30 -0.04 0.0% 102.71
Low 100.84 100.48 -0.36 -0.4% 100.84
Close 101.21 100.78 -0.43 -0.4% 101.21
Range 0.50 0.82 0.32 64.0% 1.87
ATR 1.02 1.01 -0.01 -1.4% 0.00
Volume 55,539 40,926 -14,613 -26.3% 196,661
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.31 102.87 101.23
R3 102.49 102.05 101.01
R2 101.67 101.67 100.93
R1 101.23 101.23 100.86 101.04
PP 100.85 100.85 100.85 100.76
S1 100.41 100.41 100.70 100.22
S2 100.03 100.03 100.63
S3 99.21 99.59 100.55
S4 98.39 98.77 100.33
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.20 106.07 102.24
R3 105.33 104.20 101.72
R2 103.46 103.46 101.55
R1 102.33 102.33 101.38 101.96
PP 101.59 101.59 101.59 101.40
S1 100.46 100.46 101.04 100.09
S2 99.72 99.72 100.87
S3 97.85 98.59 100.70
S4 95.98 96.72 100.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.71 100.48 2.23 2.2% 0.91 0.9% 13% False True 47,517
10 103.66 100.48 3.18 3.2% 1.07 1.1% 9% False True 49,540
20 103.66 98.15 5.51 5.5% 1.05 1.0% 48% False False 58,699
40 103.66 94.56 9.10 9.0% 0.96 1.0% 68% False False 49,630
60 103.66 93.98 9.68 9.6% 0.96 1.0% 70% False False 46,858
80 103.66 92.25 11.41 11.3% 0.98 1.0% 75% False False 43,944
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.79
2.618 103.45
1.618 102.63
1.000 102.12
0.618 101.81
HIGH 101.30
0.618 100.99
0.500 100.89
0.382 100.79
LOW 100.48
0.618 99.97
1.000 99.66
1.618 99.15
2.618 98.33
4.250 97.00
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 100.89 101.41
PP 100.85 101.20
S1 100.82 100.99

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

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