NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 103.39 103.45 0.06 0.1% 105.69
High 104.20 103.60 -0.60 -0.6% 106.09
Low 103.01 101.85 -1.16 -1.1% 103.67
Close 103.40 102.29 -1.11 -1.1% 104.06
Range 1.19 1.75 0.56 47.1% 2.42
ATR 1.22 1.26 0.04 3.1% 0.00
Volume 249,378 250,987 1,609 0.6% 847,024
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.83 106.81 103.25
R3 106.08 105.06 102.77
R2 104.33 104.33 102.61
R1 103.31 103.31 102.45 102.95
PP 102.58 102.58 102.58 102.40
S1 101.56 101.56 102.13 101.20
S2 100.83 100.83 101.97
S3 99.08 99.81 101.81
S4 97.33 98.06 101.33
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.87 110.38 105.39
R3 109.45 107.96 104.73
R2 107.03 107.03 104.50
R1 105.54 105.54 104.28 105.08
PP 104.61 104.61 104.61 104.37
S1 103.12 103.12 103.84 102.66
S2 102.19 102.19 103.62
S3 99.77 100.70 103.39
S4 97.35 98.28 102.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.53 101.85 3.68 3.6% 1.18 1.2% 12% False True 219,924
10 107.50 101.85 5.65 5.5% 1.32 1.3% 8% False True 211,040
20 107.50 101.85 5.65 5.5% 1.29 1.3% 8% False True 198,198
40 107.50 98.86 8.64 8.4% 1.18 1.2% 40% False False 131,895
60 107.50 97.30 10.20 10.0% 1.16 1.1% 49% False False 99,171
80 107.50 95.06 12.44 12.2% 1.16 1.1% 58% False False 78,922
100 107.50 95.06 12.44 12.2% 1.15 1.1% 58% False False 66,275
120 107.50 91.06 16.44 16.1% 1.12 1.1% 68% False False 56,419
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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.04
2.618 108.18
1.618 106.43
1.000 105.35
0.618 104.68
HIGH 103.60
0.618 102.93
0.500 102.73
0.382 102.52
LOW 101.85
0.618 100.77
1.000 100.10
1.618 99.02
2.618 97.27
4.250 94.41
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 102.73 103.03
PP 102.58 102.78
S1 102.44 102.54

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

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