NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 103.75 103.39 -0.36 -0.3% 105.69
High 104.09 104.20 0.11 0.1% 106.09
Low 103.19 103.01 -0.18 -0.2% 103.67
Close 103.53 103.40 -0.13 -0.1% 104.06
Range 0.90 1.19 0.29 32.2% 2.42
ATR 1.22 1.22 0.00 -0.2% 0.00
Volume 189,250 249,378 60,128 31.8% 847,024
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.11 106.44 104.05
R3 105.92 105.25 103.73
R2 104.73 104.73 103.62
R1 104.06 104.06 103.51 104.40
PP 103.54 103.54 103.54 103.70
S1 102.87 102.87 103.29 103.21
S2 102.35 102.35 103.18
S3 101.16 101.68 103.07
S4 99.97 100.49 102.75
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
5 106.09 103.01 3.08 3.0% 1.13 1.1% 13% False True 214,063
10 107.50 103.01 4.49 4.3% 1.26 1.2% 9% False True 203,462
20 107.50 103.01 4.49 4.3% 1.26 1.2% 9% False True 192,195
40 107.50 98.41 9.09 8.8% 1.16 1.1% 55% False False 126,594
60 107.50 97.30 10.20 9.9% 1.14 1.1% 60% False False 95,433
80 107.50 95.06 12.44 12.0% 1.15 1.1% 67% False False 76,075
100 107.50 95.06 12.44 12.0% 1.15 1.1% 67% False False 63,864
120 107.50 90.47 17.03 16.5% 1.12 1.1% 76% False False 54,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.26
2.618 107.32
1.618 106.13
1.000 105.39
0.618 104.94
HIGH 104.20
0.618 103.75
0.500 103.61
0.382 103.46
LOW 103.01
0.618 102.27
1.000 101.82
1.618 101.08
2.618 99.89
4.250 97.95
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 103.61 103.65
PP 103.54 103.57
S1 103.47 103.48

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

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