NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 95.24 95.32 0.08 0.1% 98.36
High 95.74 96.09 0.35 0.4% 98.71
Low 94.59 95.28 0.69 0.7% 94.59
Close 95.36 95.86 0.50 0.5% 95.36
Range 1.15 0.81 -0.34 -29.6% 4.12
ATR 1.14 1.11 -0.02 -2.1% 0.00
Volume 17,356 15,794 -1,562 -9.0% 68,968
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.17 97.83 96.31
R3 97.36 97.02 96.08
R2 96.55 96.55 96.01
R1 96.21 96.21 95.93 96.38
PP 95.74 95.74 95.74 95.83
S1 95.40 95.40 95.79 95.57
S2 94.93 94.93 95.71
S3 94.12 94.59 95.64
S4 93.31 93.78 95.41
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 108.58 106.09 97.63
R3 104.46 101.97 96.49
R2 100.34 100.34 96.12
R1 97.85 97.85 95.74 97.04
PP 96.22 96.22 96.22 95.81
S1 93.73 93.73 94.98 92.92
S2 92.10 92.10 94.60
S3 87.98 89.61 94.23
S4 83.86 85.49 93.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.09 94.59 3.50 3.7% 1.22 1.3% 36% False False 13,897
10 99.36 94.59 4.77 5.0% 1.12 1.2% 27% False False 14,634
20 100.38 94.59 5.79 6.0% 1.17 1.2% 22% False False 14,078
40 102.53 94.59 7.94 8.3% 1.03 1.1% 16% False False 11,216
60 102.53 93.80 8.73 9.1% 0.89 0.9% 24% False False 9,186
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 0.28
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 99.53
2.618 98.21
1.618 97.40
1.000 96.90
0.618 96.59
HIGH 96.09
0.618 95.78
0.500 95.69
0.382 95.59
LOW 95.28
0.618 94.78
1.000 94.47
1.618 93.97
2.618 93.16
4.250 91.84
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 95.80 95.81
PP 95.74 95.75
S1 95.69 95.70

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

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