NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 98.76 97.63 -1.13 -1.1% 99.69
High 99.41 97.96 -1.45 -1.5% 101.22
Low 97.51 96.13 -1.38 -1.4% 99.04
Close 98.24 96.73 -1.51 -1.5% 100.07
Range 1.90 1.83 -0.07 -3.7% 2.18
ATR 1.26 1.32 0.06 4.8% 0.00
Volume 43,176 34,908 -8,268 -19.1% 206,417
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.43 101.41 97.74
R3 100.60 99.58 97.23
R2 98.77 98.77 97.07
R1 97.75 97.75 96.90 97.35
PP 96.94 96.94 96.94 96.74
S1 95.92 95.92 96.56 95.52
S2 95.11 95.11 96.39
S3 93.28 94.09 96.23
S4 91.45 92.26 95.72
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.65 105.54 101.27
R3 104.47 103.36 100.67
R2 102.29 102.29 100.47
R1 101.18 101.18 100.27 101.74
PP 100.11 100.11 100.11 100.39
S1 99.00 99.00 99.87 99.56
S2 97.93 97.93 99.67
S3 95.75 96.82 99.47
S4 93.57 94.64 98.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 96.13 4.14 4.3% 1.47 1.5% 14% False True 36,635
10 101.22 96.13 5.09 5.3% 1.36 1.4% 12% False True 42,926
20 102.04 96.13 5.91 6.1% 1.32 1.4% 10% False True 35,799
40 104.44 96.13 8.31 8.6% 1.17 1.2% 7% False True 28,504
60 104.44 95.31 9.13 9.4% 1.05 1.1% 16% False False 22,303
80 104.44 94.76 9.68 10.0% 1.00 1.0% 20% False False 18,494
100 104.44 93.00 11.44 11.8% 0.93 1.0% 33% False False 15,751
120 104.44 93.00 11.44 11.8% 0.88 0.9% 33% False False 13,839
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.74
2.618 102.75
1.618 100.92
1.000 99.79
0.618 99.09
HIGH 97.96
0.618 97.26
0.500 97.05
0.382 96.83
LOW 96.13
0.618 95.00
1.000 94.30
1.618 93.17
2.618 91.34
4.250 88.35
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 97.05 97.87
PP 96.94 97.49
S1 96.84 97.11

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

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