NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 96.70 96.18 -0.52 -0.5% 100.62
High 97.26 97.03 -0.23 -0.2% 100.89
Low 96.01 95.88 -0.13 -0.1% 96.17
Close 96.24 96.69 0.45 0.5% 96.94
Range 1.25 1.15 -0.10 -8.0% 4.72
ATR 1.37 1.36 -0.02 -1.2% 0.00
Volume 106,424 134,083 27,659 26.0% 461,940
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.98 99.49 97.32
R3 98.83 98.34 97.01
R2 97.68 97.68 96.90
R1 97.19 97.19 96.80 97.44
PP 96.53 96.53 96.53 96.66
S1 96.04 96.04 96.58 96.29
S2 95.38 95.38 96.48
S3 94.23 94.89 96.37
S4 93.08 93.74 96.06
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 97.72 95.88 1.84 1.9% 1.20 1.2% 44% False True 109,016
10 101.18 95.88 5.30 5.5% 1.39 1.4% 15% False True 93,708
20 102.20 95.88 6.32 6.5% 1.44 1.5% 13% False True 84,857
40 105.55 95.88 9.67 10.0% 1.30 1.3% 8% False True 61,247
60 105.55 95.88 9.67 10.0% 1.15 1.2% 8% False True 47,713
80 105.55 95.59 9.96 10.3% 1.11 1.1% 11% False False 38,855
100 105.55 93.74 11.81 12.2% 1.07 1.1% 25% False False 32,611
120 105.55 93.72 11.83 12.2% 1.03 1.1% 25% False False 28,221
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.92
2.618 100.04
1.618 98.89
1.000 98.18
0.618 97.74
HIGH 97.03
0.618 96.59
0.500 96.46
0.382 96.32
LOW 95.88
0.618 95.17
1.000 94.73
1.618 94.02
2.618 92.87
4.250 90.99
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 96.61 96.80
PP 96.53 96.76
S1 96.46 96.73

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

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