NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 102.36 100.05 -2.31 -2.3% 103.30
High 102.36 100.78 -1.58 -1.5% 103.63
Low 99.91 99.72 -0.19 -0.2% 99.91
Close 100.30 100.48 0.18 0.2% 100.30
Range 2.45 1.06 -1.39 -56.7% 3.72
ATR 1.25 1.24 -0.01 -1.1% 0.00
Volume 122,745 151,215 28,470 23.2% 561,549
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.51 103.05 101.06
R3 102.45 101.99 100.77
R2 101.39 101.39 100.67
R1 100.93 100.93 100.58 101.16
PP 100.33 100.33 100.33 100.44
S1 99.87 99.87 100.38 100.10
S2 99.27 99.27 100.29
S3 98.21 98.81 100.19
S4 97.15 97.75 99.90
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 112.44 110.09 102.35
R3 108.72 106.37 101.32
R2 105.00 105.00 100.98
R1 102.65 102.65 100.64 101.97
PP 101.28 101.28 101.28 100.94
S1 98.93 98.93 99.96 98.25
S2 97.56 97.56 99.62
S3 93.84 95.21 99.28
S4 90.12 91.49 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.63 99.72 3.91 3.9% 1.55 1.5% 19% False True 127,753
10 105.40 99.72 5.68 5.7% 1.23 1.2% 13% False True 104,829
20 106.64 99.72 6.92 6.9% 1.23 1.2% 11% False True 85,789
40 106.64 99.72 6.92 6.9% 1.15 1.1% 11% False True 66,792
60 106.64 96.43 10.21 10.2% 1.10 1.1% 40% False False 54,535
80 106.64 94.83 11.81 11.8% 1.10 1.1% 48% False False 46,636
100 106.64 94.34 12.30 12.2% 1.10 1.1% 50% False False 40,985
120 106.64 91.15 15.49 15.4% 1.07 1.1% 60% False False 36,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.29
2.618 103.56
1.618 102.50
1.000 101.84
0.618 101.44
HIGH 100.78
0.618 100.38
0.500 100.25
0.382 100.12
LOW 99.72
0.618 99.06
1.000 98.66
1.618 98.00
2.618 96.94
4.250 95.22
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 100.40 101.10
PP 100.33 100.89
S1 100.25 100.69

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

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