NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 105.69 105.44 -0.25 -0.2% 107.42
High 105.76 106.09 0.33 0.3% 107.50
Low 104.66 104.60 -0.06 -0.1% 105.03
Close 105.37 105.34 -0.03 0.0% 105.74
Range 1.10 1.49 0.39 35.5% 2.47
ATR 1.25 1.27 0.02 1.3% 0.00
Volume 215,334 221,685 6,351 2.9% 924,441
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.81 109.07 106.16
R3 108.32 107.58 105.75
R2 106.83 106.83 105.61
R1 106.09 106.09 105.48 105.72
PP 105.34 105.34 105.34 105.16
S1 104.60 104.60 105.20 104.23
S2 103.85 103.85 105.07
S3 102.36 103.11 104.93
S4 100.87 101.62 104.52
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.50 112.09 107.10
R3 111.03 109.62 106.42
R2 108.56 108.56 106.19
R1 107.15 107.15 105.97 106.62
PP 106.09 106.09 106.09 105.83
S1 104.68 104.68 105.51 104.15
S2 103.62 103.62 105.29
S3 101.15 102.21 105.06
S4 98.68 99.74 104.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.50 104.60 2.90 2.8% 1.45 1.4% 26% False True 202,156
10 107.50 104.60 2.90 2.8% 1.35 1.3% 26% False True 212,176
20 107.50 100.93 6.57 6.2% 1.30 1.2% 67% False False 165,367
40 107.50 97.67 9.83 9.3% 1.17 1.1% 78% False False 109,882
60 107.50 97.30 10.20 9.7% 1.15 1.1% 79% False False 83,303
80 107.50 95.06 12.44 11.8% 1.17 1.1% 83% False False 66,787
100 107.50 93.99 13.51 12.8% 1.15 1.1% 84% False False 55,719
120 107.50 89.73 17.77 16.9% 1.11 1.1% 88% False False 47,662
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.42
2.618 109.99
1.618 108.50
1.000 107.58
0.618 107.01
HIGH 106.09
0.618 105.52
0.500 105.35
0.382 105.17
LOW 104.60
0.618 103.68
1.000 103.11
1.618 102.19
2.618 100.70
4.250 98.27
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 105.35 105.40
PP 105.34 105.38
S1 105.34 105.36

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

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