NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 101.87 101.60 -0.27 -0.3% 101.86
High 102.10 101.83 -0.27 -0.3% 103.45
Low 100.90 100.37 -0.53 -0.5% 101.00
Close 101.67 100.97 -0.70 -0.7% 102.09
Range 1.20 1.46 0.26 21.7% 2.45
ATR 1.40 1.40 0.00 0.3% 0.00
Volume 197,815 258,060 60,245 30.5% 1,305,000
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.44 104.66 101.77
R3 103.98 103.20 101.37
R2 102.52 102.52 101.24
R1 101.74 101.74 101.10 101.40
PP 101.06 101.06 101.06 100.89
S1 100.28 100.28 100.84 99.94
S2 99.60 99.60 100.70
S3 98.14 98.82 100.57
S4 96.68 97.36 100.17
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.53 108.26 103.44
R3 107.08 105.81 102.76
R2 104.63 104.63 102.54
R1 103.36 103.36 102.31 104.00
PP 102.18 102.18 102.18 102.50
S1 100.91 100.91 101.87 101.55
S2 99.73 99.73 101.64
S3 97.28 98.46 101.42
S4 94.83 96.01 100.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.34 100.37 2.97 2.9% 1.43 1.4% 20% False True 239,170
10 103.45 99.60 3.85 3.8% 1.52 1.5% 36% False False 239,712
20 104.89 98.68 6.21 6.2% 1.40 1.4% 37% False False 178,056
40 106.64 98.68 7.96 7.9% 1.31 1.3% 29% False False 121,437
60 106.64 96.73 9.91 9.8% 1.19 1.2% 43% False False 92,653
80 106.64 96.43 10.21 10.1% 1.16 1.1% 44% False False 76,715
100 106.64 94.34 12.30 12.2% 1.15 1.1% 54% False False 65,152
120 106.64 93.20 13.44 13.3% 1.13 1.1% 58% False False 56,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.04
2.618 105.65
1.618 104.19
1.000 103.29
0.618 102.73
HIGH 101.83
0.618 101.27
0.500 101.10
0.382 100.93
LOW 100.37
0.618 99.47
1.000 98.91
1.618 98.01
2.618 96.55
4.250 94.17
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 101.10 101.45
PP 101.06 101.29
S1 101.01 101.13

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

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