NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 102.70 102.81 0.11 0.1% 104.07
High 102.86 102.84 -0.02 0.0% 104.46
Low 102.37 101.96 -0.41 -0.4% 102.37
Close 102.74 102.29 -0.45 -0.4% 102.74
Range 0.49 0.88 0.39 79.6% 2.09
ATR 1.08 1.07 -0.01 -1.3% 0.00
Volume 48,511 31,824 -16,687 -34.4% 144,397
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.00 104.53 102.77
R3 104.12 103.65 102.53
R2 103.24 103.24 102.45
R1 102.77 102.77 102.37 102.57
PP 102.36 102.36 102.36 102.26
S1 101.89 101.89 102.21 101.69
S2 101.48 101.48 102.13
S3 100.60 101.01 102.05
S4 99.72 100.13 101.81
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.46 108.19 103.89
R3 107.37 106.10 103.31
R2 105.28 105.28 103.12
R1 104.01 104.01 102.93 103.60
PP 103.19 103.19 103.19 102.99
S1 101.92 101.92 102.55 101.51
S2 101.10 101.10 102.36
S3 99.01 99.83 102.17
S4 96.92 97.74 101.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.46 101.96 2.50 2.4% 0.98 1.0% 13% False True 35,244
10 105.55 101.96 3.59 3.5% 1.14 1.1% 9% False True 34,723
20 105.55 100.03 5.52 5.4% 1.11 1.1% 41% False False 35,807
40 105.55 96.37 9.18 9.0% 0.99 1.0% 64% False False 27,069
60 105.55 95.59 9.96 9.7% 0.96 0.9% 67% False False 21,800
80 105.55 93.72 11.83 11.6% 0.96 0.9% 72% False False 18,208
100 105.55 93.72 11.83 11.6% 0.93 0.9% 72% False False 15,711
120 105.55 88.78 16.77 16.4% 0.88 0.9% 81% False False 13,569
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.58
2.618 105.14
1.618 104.26
1.000 103.72
0.618 103.38
HIGH 102.84
0.618 102.50
0.500 102.40
0.382 102.30
LOW 101.96
0.618 101.42
1.000 101.08
1.618 100.54
2.618 99.66
4.250 98.22
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 102.40 102.99
PP 102.36 102.76
S1 102.33 102.52

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

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