NYMEX Light Sweet Crude Oil Future January 2015


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 95.47 95.17 -0.30 -0.3% 98.36
High 95.99 95.95 -0.04 0.0% 98.71
Low 95.04 94.83 -0.21 -0.2% 94.59
Close 95.18 95.67 0.49 0.5% 95.36
Range 0.95 1.12 0.17 17.9% 4.12
ATR 1.09 1.09 0.00 0.2% 0.00
Volume 18,378 14,183 -4,195 -22.8% 68,968
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.84 98.38 96.29
R3 97.72 97.26 95.98
R2 96.60 96.60 95.88
R1 96.14 96.14 95.77 96.37
PP 95.48 95.48 95.48 95.60
S1 95.02 95.02 95.57 95.25
S2 94.36 94.36 95.46
S3 93.24 93.90 95.36
S4 92.12 92.78 95.05
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 96.09 94.59 1.50 1.6% 0.99 1.0% 72% False False 15,348
10 98.82 94.59 4.23 4.4% 1.13 1.2% 26% False False 13,723
20 99.45 94.59 4.86 5.1% 1.15 1.2% 22% False False 15,140
40 102.53 94.59 7.94 8.3% 1.04 1.1% 14% False False 11,521
60 102.53 94.59 7.94 8.3% 0.89 0.9% 14% False False 9,726
80 102.53 93.32 9.21 9.6% 0.84 0.9% 26% False False 8,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.71
2.618 98.88
1.618 97.76
1.000 97.07
0.618 96.64
HIGH 95.95
0.618 95.52
0.500 95.39
0.382 95.26
LOW 94.83
0.618 94.14
1.000 93.71
1.618 93.02
2.618 91.90
4.250 90.07
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 95.58 95.58
PP 95.48 95.50
S1 95.39 95.41

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

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