NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 104.27 103.75 -0.52 -0.5% 105.69
High 104.29 104.09 -0.20 -0.2% 106.09
Low 103.67 103.19 -0.48 -0.5% 103.67
Close 104.06 103.53 -0.53 -0.5% 104.06
Range 0.62 0.90 0.28 45.2% 2.42
ATR 1.25 1.22 -0.02 -2.0% 0.00
Volume 169,938 189,250 19,312 11.4% 847,024
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.30 105.82 104.03
R3 105.40 104.92 103.78
R2 104.50 104.50 103.70
R1 104.02 104.02 103.61 103.81
PP 103.60 103.60 103.60 103.50
S1 103.12 103.12 103.45 102.91
S2 102.70 102.70 103.37
S3 101.80 102.22 103.28
S4 100.90 101.32 103.04
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.87 110.38 105.39
R3 109.45 107.96 104.73
R2 107.03 107.03 104.50
R1 105.54 105.54 104.28 105.08
PP 104.61 104.61 104.61 104.37
S1 103.12 103.12 103.84 102.66
S2 102.19 102.19 103.62
S3 99.77 100.70 103.39
S4 97.35 98.28 102.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.09 103.19 2.90 2.8% 1.11 1.1% 12% False True 207,254
10 107.50 103.19 4.31 4.2% 1.30 1.3% 8% False True 196,071
20 107.50 101.89 5.61 5.4% 1.29 1.2% 29% False False 185,731
40 107.50 98.15 9.35 9.0% 1.16 1.1% 58% False False 121,645
60 107.50 97.30 10.20 9.9% 1.14 1.1% 61% False False 91,880
80 107.50 95.06 12.44 12.0% 1.15 1.1% 68% False False 73,467
100 107.50 95.06 12.44 12.0% 1.14 1.1% 68% False False 61,458
120 107.50 90.20 17.30 16.7% 1.11 1.1% 77% False False 52,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.92
2.618 106.45
1.618 105.55
1.000 104.99
0.618 104.65
HIGH 104.09
0.618 103.75
0.500 103.64
0.382 103.53
LOW 103.19
0.618 102.63
1.000 102.29
1.618 101.73
2.618 100.83
4.250 99.37
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 103.64 104.36
PP 103.60 104.08
S1 103.57 103.81

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

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