NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 100.80 102.77 1.97 2.0% 100.05
High 102.91 102.98 0.07 0.1% 102.98
Low 100.61 101.65 1.04 1.0% 98.68
Close 102.20 101.95 -0.25 -0.2% 101.95
Range 2.30 1.33 -0.97 -42.2% 4.30
ATR 1.37 1.37 0.00 -0.2% 0.00
Volume 256,902 217,747 -39,155 -15.2% 991,432
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.18 105.40 102.68
R3 104.85 104.07 102.32
R2 103.52 103.52 102.19
R1 102.74 102.74 102.07 102.47
PP 102.19 102.19 102.19 102.06
S1 101.41 101.41 101.83 101.14
S2 100.86 100.86 101.71
S3 99.53 100.08 101.58
S4 98.20 98.75 101.22
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 114.10 112.33 104.32
R3 109.80 108.03 103.13
R2 105.50 105.50 102.74
R1 103.73 103.73 102.34 104.62
PP 101.20 101.20 101.20 101.65
S1 99.43 99.43 101.56 100.32
S2 96.90 96.90 101.16
S3 92.60 95.13 100.77
S4 88.30 90.83 99.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.98 98.68 4.30 4.2% 1.59 1.6% 76% True False 198,286
10 103.63 98.68 4.95 4.9% 1.55 1.5% 66% False False 155,298
20 106.64 98.68 7.96 7.8% 1.36 1.3% 41% False False 112,643
40 106.64 98.68 7.96 7.8% 1.23 1.2% 41% False False 83,894
60 106.64 96.43 10.21 10.0% 1.16 1.1% 54% False False 66,715
80 106.64 95.51 11.13 10.9% 1.12 1.1% 58% False False 56,263
100 106.64 94.34 12.30 12.1% 1.13 1.1% 62% False False 48,864
120 106.64 91.15 15.49 15.2% 1.10 1.1% 70% False False 42,831
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.63
2.618 106.46
1.618 105.13
1.000 104.31
0.618 103.80
HIGH 102.98
0.618 102.47
0.500 102.32
0.382 102.16
LOW 101.65
0.618 100.83
1.000 100.32
1.618 99.50
2.618 98.17
4.250 96.00
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 102.32 101.73
PP 102.19 101.51
S1 102.07 101.29

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

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