NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 95.58 94.83 -0.75 -0.8% 97.30
High 95.76 94.88 -0.88 -0.9% 97.39
Low 94.67 93.80 -0.87 -0.9% 93.80
Close 94.92 94.50 -0.42 -0.4% 94.50
Range 1.09 1.08 -0.01 -0.9% 3.59
ATR 0.99 1.00 0.01 1.0% 0.00
Volume 9,799 13,989 4,190 42.8% 53,796
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.63 97.15 95.09
R3 96.55 96.07 94.80
R2 95.47 95.47 94.70
R1 94.99 94.99 94.60 94.69
PP 94.39 94.39 94.39 94.25
S1 93.91 93.91 94.40 93.61
S2 93.31 93.31 94.30
S3 92.23 92.83 94.20
S4 91.15 91.75 93.91
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 106.00 103.84 96.47
R3 102.41 100.25 95.49
R2 98.82 98.82 95.16
R1 96.66 96.66 94.83 95.95
PP 95.23 95.23 95.23 94.87
S1 93.07 93.07 94.17 92.36
S2 91.64 91.64 93.84
S3 88.05 89.48 93.51
S4 84.46 85.89 92.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.39 93.80 3.59 3.8% 1.05 1.1% 19% False True 10,759
10 98.02 93.80 4.22 4.5% 1.02 1.1% 17% False True 10,956
20 99.08 93.80 5.28 5.6% 0.98 1.0% 13% False True 9,671
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 97.71
1.618 96.63
1.000 95.96
0.618 95.55
HIGH 94.88
0.618 94.47
0.500 94.34
0.382 94.21
LOW 93.80
0.618 93.13
1.000 92.72
1.618 92.05
2.618 90.97
4.250 89.21
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 94.45 95.33
PP 94.39 95.05
S1 94.34 94.78

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

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