NYMEX Light Sweet Crude Oil Future March 2015


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 94.79 94.91 0.12 0.1% 97.30
High 95.10 95.11 0.01 0.0% 97.39
Low 94.44 94.27 -0.17 -0.2% 93.80
Close 95.00 94.61 -0.39 -0.4% 94.50
Range 0.66 0.84 0.18 27.3% 3.59
ATR 0.97 0.96 -0.01 -1.0% 0.00
Volume 9,364 7,630 -1,734 -18.5% 53,796
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.18 96.74 95.07
R3 96.34 95.90 94.84
R2 95.50 95.50 94.76
R1 95.06 95.06 94.69 94.86
PP 94.66 94.66 94.66 94.57
S1 94.22 94.22 94.53 94.02
S2 93.82 93.82 94.46
S3 92.98 93.38 94.38
S4 92.14 92.54 94.15
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 96.85 93.80 3.05 3.2% 0.99 1.0% 27% False False 9,968
10 98.01 93.80 4.21 4.4% 0.96 1.0% 19% False False 10,306
20 98.49 93.80 4.69 5.0% 0.99 1.0% 17% False False 10,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.68
2.618 97.31
1.618 96.47
1.000 95.95
0.618 95.63
HIGH 95.11
0.618 94.79
0.500 94.69
0.382 94.59
LOW 94.27
0.618 93.75
1.000 93.43
1.618 92.91
2.618 92.07
4.250 90.70
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 94.69 94.56
PP 94.66 94.51
S1 94.64 94.46

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

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