NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 99.65 100.20 0.55 0.6% 98.42
High 100.75 100.20 -0.55 -0.5% 100.09
Low 99.38 98.69 -0.69 -0.7% 98.05
Close 100.21 99.31 -0.90 -0.9% 99.53
Range 1.37 1.51 0.14 10.2% 2.04
ATR 1.11 1.14 0.03 2.7% 0.00
Volume 15,098 14,472 -626 -4.1% 86,812
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.93 103.13 100.14
R3 102.42 101.62 99.73
R2 100.91 100.91 99.59
R1 100.11 100.11 99.45 99.76
PP 99.40 99.40 99.40 99.22
S1 98.60 98.60 99.17 98.25
S2 97.89 97.89 99.03
S3 96.38 97.09 98.89
S4 94.87 95.58 98.48
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.34 104.48 100.65
R3 103.30 102.44 100.09
R2 101.26 101.26 99.90
R1 100.40 100.40 99.72 100.83
PP 99.22 99.22 99.22 99.44
S1 98.36 98.36 99.34 98.79
S2 97.18 97.18 99.16
S3 95.14 96.32 98.97
S4 93.10 94.28 98.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.75 98.69 2.06 2.1% 1.08 1.1% 30% False True 20,316
10 100.75 96.72 4.03 4.1% 1.05 1.1% 64% False False 20,173
20 100.75 92.85 7.90 8.0% 1.12 1.1% 82% False False 16,813
40 100.75 90.40 10.35 10.4% 1.12 1.1% 86% False False 14,520
60 100.75 90.40 10.35 10.4% 1.01 1.0% 86% False False 12,218
80 100.75 90.40 10.35 10.4% 0.98 1.0% 86% False False 10,695
100 100.75 90.40 10.35 10.4% 0.97 1.0% 86% False False 9,147
120 100.75 90.40 10.35 10.4% 0.92 0.9% 86% False False 7,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.62
2.618 104.15
1.618 102.64
1.000 101.71
0.618 101.13
HIGH 100.20
0.618 99.62
0.500 99.45
0.382 99.27
LOW 98.69
0.618 97.76
1.000 97.18
1.618 96.25
2.618 94.74
4.250 92.27
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 99.45 99.72
PP 99.40 99.58
S1 99.36 99.45

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

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