NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 96.50 95.58 -0.92 -1.0% 96.82
High 96.85 95.76 -1.09 -1.1% 98.02
Low 95.58 94.67 -0.91 -1.0% 96.55
Close 95.92 94.92 -1.00 -1.0% 97.62
Range 1.27 1.09 -0.18 -14.2% 1.47
ATR 0.97 0.99 0.02 2.1% 0.00
Volume 9,059 9,799 740 8.2% 55,764
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 98.39 97.74 95.52
R3 97.30 96.65 95.22
R2 96.21 96.21 95.12
R1 95.56 95.56 95.02 95.34
PP 95.12 95.12 95.12 95.01
S1 94.47 94.47 94.82 94.25
S2 94.03 94.03 94.72
S3 92.94 93.38 94.62
S4 91.85 92.29 94.32
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.81 101.18 98.43
R3 100.34 99.71 98.02
R2 98.87 98.87 97.89
R1 98.24 98.24 97.75 98.56
PP 97.40 97.40 97.40 97.55
S1 96.77 96.77 97.49 97.09
S2 95.93 95.93 97.35
S3 94.46 95.30 97.22
S4 92.99 93.83 96.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.66 94.67 2.99 3.2% 1.03 1.1% 8% False True 9,943
10 98.02 94.67 3.35 3.5% 1.00 1.1% 7% False True 11,587
20 99.21 94.67 4.54 4.8% 0.94 1.0% 6% False True 9,300
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.39
2.618 98.61
1.618 97.52
1.000 96.85
0.618 96.43
HIGH 95.76
0.618 95.34
0.500 95.22
0.382 95.09
LOW 94.67
0.618 94.00
1.000 93.58
1.618 92.91
2.618 91.82
4.250 90.04
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 95.22 95.76
PP 95.12 95.48
S1 95.02 95.20

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

View Archives - Comment on this page... - Back to Index of Symbols