NYMEX Light Sweet Crude Oil Future October 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 98.37 96.84 -1.53 -1.6% 100.62
High 98.70 97.25 -1.45 -1.5% 100.89
Low 96.75 96.17 -0.58 -0.6% 96.17
Close 97.32 96.94 -0.38 -0.4% 96.94
Range 1.95 1.08 -0.87 -44.6% 4.72
ATR 1.42 1.40 -0.02 -1.4% 0.00
Volume 81,761 141,657 59,896 73.3% 461,940
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.03 99.56 97.53
R3 98.95 98.48 97.24
R2 97.87 97.87 97.14
R1 97.40 97.40 97.04 97.64
PP 96.79 96.79 96.79 96.90
S1 96.32 96.32 96.84 96.56
S2 95.71 95.71 96.74
S3 94.63 95.24 96.64
S4 93.55 94.16 96.35
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 112.16 109.27 99.54
R3 107.44 104.55 98.24
R2 102.72 102.72 97.81
R1 99.83 99.83 97.37 98.92
PP 98.00 98.00 98.00 97.54
S1 95.11 95.11 96.51 94.20
S2 93.28 93.28 96.07
S3 88.56 90.39 95.64
S4 83.84 85.67 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.89 96.17 4.72 4.9% 1.52 1.6% 16% False True 92,388
10 102.20 96.17 6.03 6.2% 1.41 1.5% 13% False True 87,845
20 102.84 96.17 6.67 6.9% 1.44 1.5% 12% False True 72,743
40 105.55 96.17 9.38 9.7% 1.27 1.3% 8% False True 53,944
60 105.55 96.17 9.38 9.7% 1.14 1.2% 8% False True 42,051
80 105.55 95.59 9.96 10.3% 1.08 1.1% 14% False False 34,296
100 105.55 93.72 11.83 12.2% 1.06 1.1% 27% False False 28,846
120 105.55 93.72 11.83 12.2% 1.01 1.0% 27% False False 24,973
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 0.34
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 101.84
2.618 100.08
1.618 99.00
1.000 98.33
0.618 97.92
HIGH 97.25
0.618 96.84
0.500 96.71
0.382 96.58
LOW 96.17
0.618 95.50
1.000 95.09
1.618 94.42
2.618 93.34
4.250 91.58
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 96.86 98.24
PP 96.79 97.80
S1 96.71 97.37

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

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