NYMEX Light Sweet Crude Oil Future November 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 96.12 96.82 0.70 0.7% 100.00
High 97.11 97.04 -0.07 -0.1% 100.08
Low 96.12 95.81 -0.31 -0.3% 95.56
Close 96.78 96.14 -0.64 -0.7% 96.31
Range 0.99 1.23 0.24 24.2% 4.52
ATR 1.29 1.29 0.00 -0.3% 0.00
Volume 40,071 23,546 -16,525 -41.2% 200,854
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.02 99.31 96.82
R3 98.79 98.08 96.48
R2 97.56 97.56 96.37
R1 96.85 96.85 96.25 96.59
PP 96.33 96.33 96.33 96.20
S1 95.62 95.62 96.03 95.36
S2 95.10 95.10 95.91
S3 93.87 94.39 95.80
S4 92.64 93.16 95.46
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 110.88 108.11 98.80
R3 106.36 103.59 97.55
R2 101.84 101.84 97.14
R1 99.07 99.07 96.72 98.20
PP 97.32 97.32 97.32 96.88
S1 94.55 94.55 95.90 93.68
S2 92.80 92.80 95.48
S3 88.28 90.03 95.07
S4 83.76 85.51 93.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.41 95.56 3.85 4.0% 1.41 1.5% 15% False False 39,254
10 100.93 95.56 5.37 5.6% 1.30 1.4% 11% False False 39,776
20 101.27 95.56 5.71 5.9% 1.37 1.4% 10% False False 38,505
40 104.44 95.56 8.88 9.2% 1.18 1.2% 7% False False 30,450
60 104.44 95.56 8.88 9.2% 1.07 1.1% 7% False False 23,822
80 104.44 94.76 9.68 10.1% 1.00 1.0% 14% False False 19,639
100 104.44 93.00 11.44 11.9% 0.95 1.0% 27% False False 16,751
120 104.44 93.00 11.44 11.9% 0.89 0.9% 27% False False 14,763
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.27
2.618 100.26
1.618 99.03
1.000 98.27
0.618 97.80
HIGH 97.04
0.618 96.57
0.500 96.43
0.382 96.28
LOW 95.81
0.618 95.05
1.000 94.58
1.618 93.82
2.618 92.59
4.250 90.58
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 96.43 96.34
PP 96.33 96.27
S1 96.24 96.21

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

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