NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 97.47 97.95 0.48 0.5% 99.04
High 98.49 97.97 -0.52 -0.5% 99.08
Low 97.47 96.52 -0.95 -1.0% 96.52
Close 98.49 96.90 -1.59 -1.6% 96.90
Range 1.02 1.45 0.43 42.2% 2.56
ATR 0.79 0.88 0.08 10.6% 0.00
Volume 6,916 6,692 -224 -3.2% 27,768
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.48 100.64 97.70
R3 100.03 99.19 97.30
R2 98.58 98.58 97.17
R1 97.74 97.74 97.03 97.44
PP 97.13 97.13 97.13 96.98
S1 96.29 96.29 96.77 95.99
S2 95.68 95.68 96.63
S3 94.23 94.84 96.50
S4 92.78 93.39 96.10
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.18 103.60 98.31
R3 102.62 101.04 97.60
R2 100.06 100.06 97.37
R1 98.48 98.48 97.13 97.99
PP 97.50 97.50 97.50 97.26
S1 95.92 95.92 96.67 95.43
S2 94.94 94.94 96.43
S3 92.38 93.36 96.20
S4 89.82 90.80 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.08 96.52 2.56 2.6% 0.94 1.0% 15% False True 5,553
10 100.33 96.52 3.81 3.9% 0.81 0.8% 10% False True 6,476
20 100.52 96.52 4.00 4.1% 0.77 0.8% 10% False True 7,460
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 0.09
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 104.13
2.618 101.77
1.618 100.32
1.000 99.42
0.618 98.87
HIGH 97.97
0.618 97.42
0.500 97.25
0.382 97.07
LOW 96.52
0.618 95.62
1.000 95.07
1.618 94.17
2.618 92.72
4.250 90.36
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 97.25 97.51
PP 97.13 97.30
S1 97.02 97.10

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

View Archives - Comment on this page... - Back to Index of Symbols