NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 101.27 99.81 -1.46 -1.4% 103.14
High 101.27 100.99 -0.28 -0.3% 103.54
Low 99.88 99.70 -0.18 -0.2% 101.57
Close 100.28 100.97 0.69 0.7% 101.94
Range 1.39 1.29 -0.10 -7.2% 1.97
ATR 1.01 1.03 0.02 2.0% 0.00
Volume 28,042 27,837 -205 -0.7% 84,697
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.42 103.99 101.68
R3 103.13 102.70 101.32
R2 101.84 101.84 101.21
R1 101.41 101.41 101.09 101.63
PP 100.55 100.55 100.55 100.66
S1 100.12 100.12 100.85 100.34
S2 99.26 99.26 100.73
S3 97.97 98.83 100.62
S4 96.68 97.54 100.26
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.26 107.07 103.02
R3 106.29 105.10 102.48
R2 104.32 104.32 102.30
R1 103.13 103.13 102.12 102.74
PP 102.35 102.35 102.35 102.16
S1 101.16 101.16 101.76 100.77
S2 100.38 100.38 101.58
S3 98.41 99.19 101.40
S4 96.44 97.22 100.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.04 99.70 2.34 2.3% 1.01 1.0% 54% False True 23,987
10 103.82 99.70 4.12 4.1% 1.03 1.0% 31% False True 22,092
20 104.44 99.70 4.74 4.7% 1.06 1.1% 27% False True 22,759
40 104.44 97.30 7.14 7.1% 0.93 0.9% 51% False False 17,448
60 104.44 94.76 9.68 9.6% 0.90 0.9% 64% False False 14,095
80 104.44 93.00 11.44 11.3% 0.86 0.9% 70% False False 11,912
100 104.44 93.00 11.44 11.3% 0.81 0.8% 70% False False 10,506
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 True
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.47
2.618 104.37
1.618 103.08
1.000 102.28
0.618 101.79
HIGH 100.99
0.618 100.50
0.500 100.35
0.382 100.19
LOW 99.70
0.618 98.90
1.000 98.41
1.618 97.61
2.618 96.32
4.250 94.22
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 100.76 100.92
PP 100.55 100.87
S1 100.35 100.83

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

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