NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 102.86 100.46 -2.40 -2.3% 103.75
High 102.92 101.20 -1.72 -1.7% 104.20
Low 100.44 100.22 -0.22 -0.2% 100.44
Close 100.83 100.91 0.08 0.1% 100.83
Range 2.48 0.98 -1.50 -60.5% 3.76
ATR 1.36 1.33 -0.03 -2.0% 0.00
Volume 272,550 252,675 -19,875 -7.3% 1,200,241
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.72 103.29 101.45
R3 102.74 102.31 101.18
R2 101.76 101.76 101.09
R1 101.33 101.33 101.00 101.55
PP 100.78 100.78 100.78 100.88
S1 100.35 100.35 100.82 100.57
S2 99.80 99.80 100.73
S3 98.82 99.37 100.64
S4 97.84 98.39 100.37
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 113.10 110.73 102.90
R3 109.34 106.97 101.86
R2 105.58 105.58 101.52
R1 103.21 103.21 101.17 102.52
PP 101.82 101.82 101.82 101.48
S1 99.45 99.45 100.49 98.76
S2 98.06 98.06 100.14
S3 94.30 95.69 99.80
S4 90.54 91.93 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.20 100.22 3.98 3.9% 1.57 1.6% 17% False True 252,733
10 106.09 100.22 5.87 5.8% 1.34 1.3% 12% False True 229,994
20 107.50 100.22 7.28 7.2% 1.32 1.3% 9% False True 216,460
40 107.50 100.22 7.28 7.2% 1.22 1.2% 9% False True 148,160
60 107.50 97.30 10.20 10.1% 1.18 1.2% 35% False False 110,666
80 107.50 95.50 12.00 11.9% 1.18 1.2% 45% False False 87,872
100 107.50 95.06 12.44 12.3% 1.17 1.2% 47% False False 73,649
120 107.50 92.02 15.48 15.3% 1.14 1.1% 57% False False 62,614
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.37
2.618 103.77
1.618 102.79
1.000 102.18
0.618 101.81
HIGH 101.20
0.618 100.83
0.500 100.71
0.382 100.59
LOW 100.22
0.618 99.61
1.000 99.24
1.618 98.63
2.618 97.65
4.250 96.06
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 100.84 101.61
PP 100.78 101.38
S1 100.71 101.14

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

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