NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 99.21 98.57 -0.64 -0.6% 98.90
High 99.36 98.92 -0.44 -0.4% 100.35
Low 98.12 97.75 -0.37 -0.4% 98.34
Close 98.66 98.24 -0.42 -0.4% 99.37
Range 1.24 1.17 -0.07 -5.6% 2.01
ATR 1.21 1.20 0.00 -0.2% 0.00
Volume 64,817 44,503 -20,314 -31.3% 297,309
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.81 101.20 98.88
R3 100.64 100.03 98.56
R2 99.47 99.47 98.45
R1 98.86 98.86 98.35 98.58
PP 98.30 98.30 98.30 98.17
S1 97.69 97.69 98.13 97.41
S2 97.13 97.13 98.03
S3 95.96 96.52 97.92
S4 94.79 95.35 97.60
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.39 100.48
R3 103.37 102.38 99.92
R2 101.36 101.36 99.74
R1 100.37 100.37 99.55 100.87
PP 99.35 99.35 99.35 99.60
S1 98.36 98.36 99.19 98.86
S2 97.34 97.34 99.00
S3 95.33 96.35 98.82
S4 93.32 94.34 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.08 97.75 2.33 2.4% 1.18 1.2% 21% False True 56,648
10 100.35 97.75 2.60 2.6% 1.24 1.3% 19% False True 70,145
20 102.71 97.32 5.39 5.5% 1.23 1.3% 17% False False 64,327
40 103.66 97.32 6.34 6.5% 1.13 1.2% 15% False False 60,559
60 103.66 93.98 9.68 9.9% 1.06 1.1% 44% False False 53,541
80 103.66 93.98 9.68 9.9% 1.04 1.1% 44% False False 50,736
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.89
2.618 101.98
1.618 100.81
1.000 100.09
0.618 99.64
HIGH 98.92
0.618 98.47
0.500 98.34
0.382 98.20
LOW 97.75
0.618 97.03
1.000 96.58
1.618 95.86
2.618 94.69
4.250 92.78
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 98.34 98.63
PP 98.30 98.50
S1 98.27 98.37

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

View Archives - Comment on this page... - Back to Index of Symbols