NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 99.47 97.70 -1.77 -1.8% 101.87
High 99.85 98.10 -1.75 -1.8% 102.10
Low 97.60 97.09 -0.51 -0.5% 97.09
Close 98.17 97.88 -0.29 -0.3% 97.88
Range 2.25 1.01 -1.24 -55.1% 5.01
ATR 1.55 1.51 -0.03 -2.2% 0.00
Volume 335,785 274,992 -60,793 -18.1% 1,330,626
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.72 100.31 98.44
R3 99.71 99.30 98.16
R2 98.70 98.70 98.07
R1 98.29 98.29 97.97 98.50
PP 97.69 97.69 97.69 97.79
S1 97.28 97.28 97.79 97.49
S2 96.68 96.68 97.69
S3 95.67 96.27 97.60
S4 94.66 95.26 97.32
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 114.05 110.98 100.64
R3 109.04 105.97 99.26
R2 104.03 104.03 98.80
R1 100.96 100.96 98.34 99.99
PP 99.02 99.02 99.02 98.54
S1 95.95 95.95 97.42 94.98
S2 94.01 94.01 96.96
S3 89.00 90.94 96.50
S4 83.99 85.93 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.10 97.09 5.01 5.1% 1.63 1.7% 16% False True 266,125
10 103.45 97.09 6.36 6.5% 1.57 1.6% 12% False True 263,562
20 103.63 97.09 6.54 6.7% 1.56 1.6% 12% False True 209,430
40 106.64 97.09 9.55 9.8% 1.37 1.4% 8% False True 140,310
60 106.64 97.09 9.55 9.8% 1.24 1.3% 8% False True 105,921
80 106.64 96.43 10.21 10.4% 1.18 1.2% 14% False False 86,600
100 106.64 94.34 12.30 12.6% 1.16 1.2% 29% False False 73,403
120 106.64 94.34 12.30 12.6% 1.15 1.2% 29% False False 63,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 102.39
2.618 100.74
1.618 99.73
1.000 99.11
0.618 98.72
HIGH 98.10
0.618 97.71
0.500 97.60
0.382 97.48
LOW 97.09
0.618 96.47
1.000 96.08
1.618 95.46
2.618 94.45
4.250 92.80
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 97.79 99.38
PP 97.69 98.88
S1 97.60 98.38

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

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