NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 100.54 99.73 -0.81 -0.8% 103.30
High 100.63 100.92 0.29 0.3% 103.63
Low 98.68 99.60 0.92 0.9% 99.91
Close 99.53 100.60 1.07 1.1% 100.30
Range 1.95 1.32 -0.63 -32.3% 3.72
ATR 1.29 1.30 0.01 0.5% 0.00
Volume 203,969 161,599 -42,370 -20.8% 561,549
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.33 103.79 101.33
R3 103.01 102.47 100.96
R2 101.69 101.69 100.84
R1 101.15 101.15 100.72 101.42
PP 100.37 100.37 100.37 100.51
S1 99.83 99.83 100.48 100.10
S2 99.05 99.05 100.36
S3 97.73 98.51 100.24
S4 96.41 97.19 99.87
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
5 102.47 98.68 3.79 3.8% 1.65 1.6% 51% False False 152,711
10 103.70 98.68 5.02 5.0% 1.29 1.3% 38% False False 124,047
20 106.64 98.68 7.96 7.9% 1.28 1.3% 24% False False 97,474
40 106.64 98.68 7.96 7.9% 1.18 1.2% 24% False False 74,314
60 106.64 96.43 10.21 10.1% 1.12 1.1% 41% False False 60,071
80 106.64 95.51 11.13 11.1% 1.10 1.1% 46% False False 50,720
100 106.64 94.34 12.30 12.2% 1.11 1.1% 51% False False 44,347
120 106.64 91.15 15.49 15.4% 1.09 1.1% 61% False False 39,057
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.53
2.618 104.38
1.618 103.06
1.000 102.24
0.618 101.74
HIGH 100.92
0.618 100.42
0.500 100.26
0.382 100.10
LOW 99.60
0.618 98.78
1.000 98.28
1.618 97.46
2.618 96.14
4.250 93.99
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 100.49 100.33
PP 100.37 100.07
S1 100.26 99.80

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

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