NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 97.70 97.67 -0.03 0.0% 101.87
High 98.10 98.67 0.57 0.6% 102.10
Low 97.09 97.43 0.34 0.4% 97.09
Close 97.88 98.29 0.41 0.4% 97.88
Range 1.01 1.24 0.23 22.8% 5.01
ATR 1.51 1.49 -0.02 -1.3% 0.00
Volume 274,992 204,262 -70,730 -25.7% 1,330,626
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.85 101.31 98.97
R3 100.61 100.07 98.63
R2 99.37 99.37 98.52
R1 98.83 98.83 98.40 99.10
PP 98.13 98.13 98.13 98.27
S1 97.59 97.59 98.18 97.86
S2 96.89 96.89 98.06
S3 95.65 96.35 97.95
S4 94.41 95.11 97.61
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
5 101.83 97.09 4.74 4.8% 1.64 1.7% 25% False False 267,414
10 103.45 97.09 6.36 6.5% 1.55 1.6% 19% False False 252,725
20 103.63 97.09 6.54 6.7% 1.58 1.6% 18% False False 215,943
40 106.64 97.09 9.55 9.7% 1.36 1.4% 13% False False 144,265
60 106.64 97.09 9.55 9.7% 1.24 1.3% 13% False False 108,818
80 106.64 96.43 10.21 10.4% 1.19 1.2% 18% False False 88,695
100 106.64 94.34 12.30 12.5% 1.17 1.2% 32% False False 75,103
120 106.64 94.34 12.30 12.5% 1.15 1.2% 32% False False 65,443
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 101.92
1.618 100.68
1.000 99.91
0.618 99.44
HIGH 98.67
0.618 98.20
0.500 98.05
0.382 97.90
LOW 97.43
0.618 96.66
1.000 96.19
1.618 95.42
2.618 94.18
4.250 92.16
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 98.21 98.47
PP 98.13 98.41
S1 98.05 98.35

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

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