NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 96.70 97.48 0.78 0.8% 100.62
High 97.72 97.72 0.00 0.0% 100.89
Low 96.68 96.22 -0.46 -0.5% 96.17
Close 97.36 96.57 -0.79 -0.8% 96.94
Range 1.04 1.50 0.46 44.2% 4.72
ATR 1.37 1.38 0.01 0.7% 0.00
Volume 97,169 65,751 -31,418 -32.3% 461,940
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.34 100.45 97.40
R3 99.84 98.95 96.98
R2 98.34 98.34 96.85
R1 97.45 97.45 96.71 97.15
PP 96.84 96.84 96.84 96.68
S1 95.95 95.95 96.43 95.65
S2 95.34 95.34 96.30
S3 93.84 94.45 96.16
S4 92.34 92.95 95.75
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
5 100.30 96.17 4.13 4.3% 1.53 1.6% 10% False False 95,564
10 101.82 96.17 5.65 5.9% 1.40 1.4% 7% False False 89,130
20 102.20 96.17 6.03 6.2% 1.46 1.5% 7% False False 77,782
40 105.55 96.17 9.38 9.7% 1.28 1.3% 4% False False 57,079
60 105.55 96.17 9.38 9.7% 1.15 1.2% 4% False False 44,200
80 105.55 95.59 9.96 10.3% 1.09 1.1% 10% False False 36,039
100 105.55 93.72 11.83 12.3% 1.06 1.1% 24% False False 30,322
120 105.55 93.72 11.83 12.3% 1.03 1.1% 24% False False 26,282
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.10
2.618 101.65
1.618 100.15
1.000 99.22
0.618 98.65
HIGH 97.72
0.618 97.15
0.500 96.97
0.382 96.79
LOW 96.22
0.618 95.29
1.000 94.72
1.618 93.79
2.618 92.29
4.250 89.85
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 96.97 96.95
PP 96.84 96.82
S1 96.70 96.70

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

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