NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 100.85 101.61 0.76 0.8% 99.48
High 101.84 102.20 0.36 0.4% 101.92
Low 100.52 100.80 0.28 0.3% 98.23
Close 101.73 101.23 -0.50 -0.5% 100.94
Range 1.32 1.40 0.08 6.1% 3.69
ATR 1.30 1.31 0.01 0.5% 0.00
Volume 73,383 76,690 3,307 4.5% 361,238
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.61 104.82 102.00
R3 104.21 103.42 101.62
R2 102.81 102.81 101.49
R1 102.02 102.02 101.36 101.72
PP 101.41 101.41 101.41 101.26
S1 100.62 100.62 101.10 100.32
S2 100.01 100.01 100.97
S3 98.61 99.22 100.85
S4 97.21 97.82 100.46
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.43 109.88 102.97
R3 107.74 106.19 101.95
R2 104.05 104.05 101.62
R1 102.50 102.50 101.28 103.28
PP 100.36 100.36 100.36 100.75
S1 98.81 98.81 100.60 99.59
S2 96.67 96.67 100.26
S3 92.98 95.12 99.93
S4 89.29 91.43 98.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 99.03 3.17 3.1% 1.45 1.4% 69% True False 80,241
10 102.20 98.23 3.97 3.9% 1.53 1.5% 76% True False 66,435
20 105.52 98.23 7.29 7.2% 1.32 1.3% 41% False False 50,276
40 105.55 98.23 7.32 7.2% 1.17 1.2% 41% False False 39,259
60 105.55 95.59 9.96 9.8% 1.08 1.1% 57% False False 31,519
80 105.55 94.61 10.94 10.8% 1.04 1.0% 61% False False 25,965
100 105.55 93.72 11.83 11.7% 1.02 1.0% 63% False False 22,129
120 105.55 90.54 15.01 14.8% 0.97 1.0% 71% False False 19,100
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.15
2.618 105.87
1.618 104.47
1.000 103.60
0.618 103.07
HIGH 102.20
0.618 101.67
0.500 101.50
0.382 101.33
LOW 100.80
0.618 99.93
1.000 99.40
1.618 98.53
2.618 97.13
4.250 94.85
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 101.50 101.36
PP 101.41 101.32
S1 101.32 101.27

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

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