NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	103.72	102.97	-0.75	-0.7%	100.46
High	103.94	104.99	1.05	1.0%	103.94
Low	102.58	102.65	0.07	0.1%	99.01
Close	103.13	104.59	1.46	1.4%	103.13
Range	1.36	2.34	0.98	72.1%	4.93
ATR	1.49	1.55	0.06	4.1%	0.00
Volume	172,529	126,986	-45,543	-26.4%	1,339,474

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	111.10	110.18	105.88
R3	108.76	107.84	105.23
R2	106.42	106.42	105.02
R1	105.50	105.50	104.80	105.96
PP	104.08	104.08	104.08	104.31
S1	103.16	103.16	104.38	103.62
S2	101.74	101.74	104.16
S3	99.40	100.82	103.95
S4	97.06	98.48	103.30

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	116.82	114.90	105.84
R3	111.89	109.97	104.49
R2	106.96	106.96	104.03
R1	105.04	105.04	103.58	106.00
PP	102.03	102.03	102.03	102.51
S1	100.11	100.11	102.68	101.07
S2	97.10	97.10	102.23
S3	92.17	95.18	101.77
S4	87.24	90.25	100.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.99	99.01	5.98	5.7%	1.98	1.9%	93%	True	False	242,757
10	104.99	99.01	5.98	5.7%	1.78	1.7%	93%	True	False	247,745
20	107.50	99.01	8.49	8.1%	1.54	1.5%	66%	False	False	221,908
40	107.50	99.01	8.49	8.1%	1.35	1.3%	66%	False	False	170,621
60	107.50	97.30	10.20	9.8%	1.26	1.2%	71%	False	False	128,474
80	107.50	96.40	11.10	10.6%	1.23	1.2%	74%	False	False	102,112
100	107.50	95.06	12.44	11.9%	1.23	1.2%	77%	False	False	85,255
120	107.50	92.02	15.48	14.8%	1.18	1.1%	81%	False	False	72,424

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.94
2.618	111.12
1.618	108.78
1.000	107.33
0.618	106.44
HIGH	104.99
0.618	104.10
0.500	103.82
0.382	103.54
LOW	102.65
0.618	101.20
1.000	100.31
1.618	98.86
2.618	96.52
4.250	92.71

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	104.33	104.10
PP	104.08	103.62
S1	103.82	103.13

Download as Excel Spreadsheet

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

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