NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 99.48 100.04 0.56 0.6% 102.81
High 100.18 100.04 -0.14 -0.1% 102.84
Low 99.12 98.23 -0.89 -0.9% 99.26
Close 99.93 98.98 -0.95 -1.0% 99.64
Range 1.06 1.81 0.75 70.8% 3.58
ATR 1.20 1.25 0.04 3.6% 0.00
Volume 53,530 56,575 3,045 5.7% 215,178
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.51 103.56 99.98
R3 102.70 101.75 99.48
R2 100.89 100.89 99.31
R1 99.94 99.94 99.15 99.51
PP 99.08 99.08 99.08 98.87
S1 98.13 98.13 98.81 97.70
S2 97.27 97.27 98.65
S3 95.46 96.32 98.48
S4 93.65 94.51 97.98
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.32 109.06 101.61
R3 107.74 105.48 100.62
R2 104.16 104.16 100.30
R1 101.90 101.90 99.97 101.24
PP 100.58 100.58 100.58 100.25
S1 98.32 98.32 99.31 97.66
S2 97.00 97.00 98.98
S3 93.42 94.74 98.66
S4 89.84 91.16 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.09 98.23 3.86 3.9% 1.61 1.6% 19% False True 52,629
10 104.46 98.23 6.23 6.3% 1.32 1.3% 12% False True 45,325
20 105.55 98.23 7.32 7.4% 1.22 1.2% 10% False True 39,735
40 105.55 98.23 7.32 7.4% 1.09 1.1% 10% False True 31,713
60 105.55 95.59 9.96 10.1% 1.04 1.0% 34% False False 25,777
80 105.55 94.08 11.47 11.6% 1.02 1.0% 43% False False 21,338
100 105.55 93.72 11.83 12.0% 0.98 1.0% 44% False False 18,353
120 105.55 90.54 15.01 15.2% 0.93 0.9% 56% False False 15,896
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.73
2.618 104.78
1.618 102.97
1.000 101.85
0.618 101.16
HIGH 100.04
0.618 99.35
0.500 99.14
0.382 98.92
LOW 98.23
0.618 97.11
1.000 96.42
1.618 95.30
2.618 93.49
4.250 90.54
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 99.14 99.92
PP 99.08 99.60
S1 99.03 99.29

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

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