NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 96.89 97.64 0.75 0.8% 97.67
High 97.72 98.45 0.73 0.7% 98.67
Low 96.55 97.15 0.60 0.6% 96.55
Close 97.34 97.65 0.31 0.3% 97.65
Range 1.17 1.30 0.13 11.1% 2.12
ATR 1.48 1.47 -0.01 -0.9% 0.00
Volume 286,531 266,006 -20,525 -7.2% 1,262,634
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.65 100.95 98.37
R3 100.35 99.65 98.01
R2 99.05 99.05 97.89
R1 98.35 98.35 97.77 98.70
PP 97.75 97.75 97.75 97.93
S1 97.05 97.05 97.53 97.40
S2 96.45 96.45 97.41
S3 95.15 95.75 97.29
S4 93.85 94.45 96.94
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.98 102.94 98.82
R3 101.86 100.82 98.23
R2 99.74 99.74 98.04
R1 98.70 98.70 97.84 98.16
PP 97.62 97.62 97.62 97.36
S1 96.58 96.58 97.46 96.04
S2 95.50 95.50 97.26
S3 93.38 94.46 97.07
S4 91.26 92.34 96.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.55 2.12 2.2% 1.36 1.4% 52% False False 252,526
10 102.10 96.55 5.55 5.7% 1.50 1.5% 20% False False 259,326
20 103.45 96.55 6.90 7.1% 1.53 1.6% 16% False False 244,484
40 106.64 96.55 10.09 10.3% 1.37 1.4% 11% False False 163,145
60 106.64 96.55 10.09 10.3% 1.27 1.3% 11% False False 124,321
80 106.64 96.43 10.21 10.5% 1.21 1.2% 12% False False 100,536
100 106.64 94.60 12.04 12.3% 1.18 1.2% 25% False False 84,894
120 106.64 94.34 12.30 12.6% 1.17 1.2% 27% False False 73,811
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.98
2.618 101.85
1.618 100.55
1.000 99.75
0.618 99.25
HIGH 98.45
0.618 97.95
0.500 97.80
0.382 97.65
LOW 97.15
0.618 96.35
1.000 95.85
1.618 95.05
2.618 93.75
4.250 91.63
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 97.80 97.60
PP 97.75 97.55
S1 97.70 97.50

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

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