NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 100.20 99.48 -0.72 -0.7% 98.42
High 100.20 100.09 -0.11 -0.1% 100.09
Low 98.69 99.10 0.41 0.4% 98.05
Close 99.31 99.75 0.44 0.4% 99.53
Range 1.51 0.99 -0.52 -34.4% 2.04
ATR 1.14 1.13 -0.01 -0.9% 0.00
Volume 14,472 16,053 1,581 10.9% 86,812
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.62 102.17 100.29
R3 101.63 101.18 100.02
R2 100.64 100.64 99.93
R1 100.19 100.19 99.84 100.42
PP 99.65 99.65 99.65 99.76
S1 99.20 99.20 99.66 99.43
S2 98.66 98.66 99.57
S3 97.67 98.21 99.48
S4 96.68 97.22 99.21
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% 1.11 1.1% 51% False False 19,242
10 100.75 96.76 3.99 4.0% 1.09 1.1% 75% False False 19,634
20 100.75 92.85 7.90 7.9% 1.10 1.1% 87% False False 17,075
40 100.75 90.40 10.35 10.4% 1.12 1.1% 90% False False 14,818
60 100.75 90.40 10.35 10.4% 1.00 1.0% 90% False False 12,387
80 100.75 90.40 10.35 10.4% 0.99 1.0% 90% False False 10,859
100 100.75 90.40 10.35 10.4% 0.96 1.0% 90% False False 9,285
120 100.75 90.40 10.35 10.4% 0.92 0.9% 90% False False 8,009
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.30
2.618 102.68
1.618 101.69
1.000 101.08
0.618 100.70
HIGH 100.09
0.618 99.71
0.500 99.60
0.382 99.48
LOW 99.10
0.618 98.49
1.000 98.11
1.618 97.50
2.618 96.51
4.250 94.89
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 99.70 99.74
PP 99.65 99.73
S1 99.60 99.72

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

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