NYMEX Light Sweet Crude Oil Future February 2015

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	99.04	97.88	-1.16	-1.2%	100.26
High	99.07	99.09	0.02	0.0%	101.11
Low	98.23	97.88	-0.35	-0.4%	99.49
Close	98.40	99.07	0.67	0.7%	99.81
Range	0.84	1.21	0.37	44.0%	1.62
ATR	0.72	0.76	0.03	4.9%	0.00
Volume	3,056	2,113	-943	-30.9%	13,938

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.31	101.90	99.74
R3	101.10	100.69	99.40
R2	99.89	99.89	99.29
R1	99.48	99.48	99.18	99.69
PP	98.68	98.68	98.68	98.78
S1	98.27	98.27	98.96	98.48
S2	97.47	97.47	98.85
S3	96.26	97.06	98.74
S4	95.05	95.85	98.40

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.00	104.02	100.70
R3	103.38	102.40	100.26
R2	101.76	101.76	100.11
R1	100.78	100.78	99.96	100.46
PP	100.14	100.14	100.14	99.98
S1	99.16	99.16	99.66	98.84
S2	98.52	98.52	99.51
S3	96.90	97.54	99.36
S4	95.28	95.92	98.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.89	97.88	2.01	2.0%	0.76	0.8%	59%	False	True	2,737
10	101.17	97.88	3.29	3.3%	0.79	0.8%	36%	False	True	3,179
20	101.33	97.88	3.45	3.5%	0.74	0.7%	34%	False	True	3,447
40	101.33	94.86	6.47	6.5%	0.63	0.6%	65%	False	False	2,612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	104.23
2.618	102.26
1.618	101.05
1.000	100.30
0.618	99.84
HIGH	99.09
0.618	98.63
0.500	98.49
0.382	98.34
LOW	97.88
0.618	97.13
1.000	96.67
1.618	95.92
2.618	94.71
4.250	92.74

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	98.88	98.96
PP	98.68	98.86
S1	98.49	98.75

Download as Excel Spreadsheet

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

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