NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 96.93 97.57 0.64 0.7% 97.31
High 98.50 98.54 0.04 0.0% 98.50
Low 96.61 97.42 0.81 0.8% 95.73
Close 97.75 97.93 0.18 0.2% 97.75
Range 1.89 1.12 -0.77 -40.7% 2.77
ATR 1.35 1.33 -0.02 -1.2% 0.00
Volume 41,236 25,544 -15,692 -38.1% 177,068
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.32 100.75 98.55
R3 100.20 99.63 98.24
R2 99.08 99.08 98.14
R1 98.51 98.51 98.03 98.80
PP 97.96 97.96 97.96 98.11
S1 97.39 97.39 97.83 97.68
S2 96.84 96.84 97.72
S3 95.72 96.27 97.62
S4 94.60 95.15 97.31
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.64 104.46 99.27
R3 102.87 101.69 98.51
R2 100.10 100.10 98.26
R1 98.92 98.92 98.00 99.51
PP 97.33 97.33 97.33 97.62
S1 96.15 96.15 97.50 96.74
S2 94.56 94.56 97.24
S3 91.79 93.38 96.99
S4 89.02 90.61 96.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.54 95.94 2.60 2.7% 1.25 1.3% 77% True False 35,241
10 99.22 95.73 3.49 3.6% 1.32 1.3% 63% False False 38,362
20 102.27 95.73 6.54 6.7% 1.37 1.4% 34% False False 30,901
40 102.27 92.85 9.42 9.6% 1.24 1.3% 54% False False 23,747
60 102.27 90.40 11.87 12.1% 1.19 1.2% 63% False False 19,810
80 102.27 90.40 11.87 12.1% 1.09 1.1% 63% False False 16,797
100 102.27 90.40 11.87 12.1% 1.05 1.1% 63% False False 14,620
120 102.27 90.40 11.87 12.1% 1.03 1.1% 63% False False 12,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.30
2.618 101.47
1.618 100.35
1.000 99.66
0.618 99.23
HIGH 98.54
0.618 98.11
0.500 97.98
0.382 97.85
LOW 97.42
0.618 96.73
1.000 96.30
1.618 95.61
2.618 94.49
4.250 92.66
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 97.98 97.77
PP 97.96 97.61
S1 97.95 97.46

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

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