NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 97.62 96.89 -0.73 -0.7% 101.87
High 98.13 97.72 -0.41 -0.4% 102.10
Low 96.69 96.55 -0.14 -0.1% 97.09
Close 96.92 97.34 0.42 0.4% 97.88
Range 1.44 1.17 -0.27 -18.8% 5.01
ATR 1.50 1.48 -0.02 -1.6% 0.00
Volume 263,598 286,531 22,933 8.7% 1,330,626
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.71 100.20 97.98
R3 99.54 99.03 97.66
R2 98.37 98.37 97.55
R1 97.86 97.86 97.45 98.12
PP 97.20 97.20 97.20 97.33
S1 96.69 96.69 97.23 96.95
S2 96.03 96.03 97.13
S3 94.86 95.52 97.02
S4 93.69 94.35 96.70
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 114.05 110.98 100.64
R3 109.04 105.97 99.26
R2 104.03 104.03 98.80
R1 100.96 100.96 98.34 99.99
PP 99.02 99.02 99.02 98.54
S1 95.95 95.95 97.42 94.98
S2 94.01 94.01 96.96
S3 89.00 90.94 96.50
S4 83.99 85.93 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.55 2.12 2.2% 1.31 1.3% 37% False True 254,324
10 102.53 96.55 5.98 6.1% 1.52 1.6% 13% False True 261,217
20 103.45 96.55 6.90 7.1% 1.58 1.6% 11% False True 237,321
40 106.64 96.55 10.09 10.4% 1.36 1.4% 8% False True 158,814
60 106.64 96.55 10.09 10.4% 1.26 1.3% 8% False True 120,579
80 106.64 96.43 10.21 10.5% 1.21 1.2% 9% False False 97,492
100 106.64 94.60 12.04 12.4% 1.18 1.2% 23% False False 82,508
120 106.64 94.34 12.30 12.6% 1.16 1.2% 24% False False 71,753
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.69
2.618 100.78
1.618 99.61
1.000 98.89
0.618 98.44
HIGH 97.72
0.618 97.27
0.500 97.14
0.382 97.00
LOW 96.55
0.618 95.83
1.000 95.38
1.618 94.66
2.618 93.49
4.250 91.58
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 97.27 97.61
PP 97.20 97.52
S1 97.14 97.43

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

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