NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 100.75 100.62 -0.13 -0.1% 100.85
High 101.18 100.89 -0.29 -0.3% 102.20
Low 99.83 99.64 -0.19 -0.2% 99.83
Close 100.87 100.32 -0.55 -0.5% 100.87
Range 1.35 1.25 -0.10 -7.4% 2.37
ATR 1.30 1.30 0.00 -0.3% 0.00
Volume 71,721 84,084 12,363 17.2% 416,518
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.03 103.43 101.01
R3 102.78 102.18 100.66
R2 101.53 101.53 100.55
R1 100.93 100.93 100.43 100.61
PP 100.28 100.28 100.28 100.12
S1 99.68 99.68 100.21 99.36
S2 99.03 99.03 100.09
S3 97.78 98.43 99.98
S4 96.53 97.18 99.63
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.08 106.84 102.17
R3 105.71 104.47 101.52
R2 103.34 103.34 101.30
R1 102.10 102.10 101.09 102.72
PP 100.97 100.97 100.97 101.28
S1 99.73 99.73 100.65 100.35
S2 98.60 98.60 100.44
S3 96.23 97.36 100.22
S4 93.86 94.99 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 99.64 2.56 2.6% 1.29 1.3% 27% False True 85,443
10 102.20 98.23 3.97 4.0% 1.41 1.4% 53% False False 80,831
20 104.46 98.23 6.23 6.2% 1.32 1.3% 34% False False 61,070
40 105.55 98.23 7.32 7.3% 1.20 1.2% 29% False False 46,487
60 105.55 95.59 9.96 9.9% 1.10 1.1% 47% False False 36,540
80 105.55 94.94 10.61 10.6% 1.06 1.1% 51% False False 29,979
100 105.55 93.72 11.83 11.8% 1.02 1.0% 56% False False 25,364
120 105.55 91.38 14.17 14.1% 0.98 1.0% 63% False False 21,926
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.20
2.618 104.16
1.618 102.91
1.000 102.14
0.618 101.66
HIGH 100.89
0.618 100.41
0.500 100.27
0.382 100.12
LOW 99.64
0.618 98.87
1.000 98.39
1.618 97.62
2.618 96.37
4.250 94.33
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 100.30 100.72
PP 100.28 100.59
S1 100.27 100.45

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

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