NYMEX Light Sweet Crude Oil Future November 2014


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 97.63 96.24 -1.39 -1.4% 100.00
High 97.96 96.67 -1.29 -1.3% 100.08
Low 96.13 95.56 -0.57 -0.6% 95.56
Close 96.73 96.31 -0.42 -0.4% 96.31
Range 1.83 1.11 -0.72 -39.3% 4.52
ATR 1.32 1.31 -0.01 -0.8% 0.00
Volume 34,908 54,569 19,661 56.3% 200,854
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.51 99.02 96.92
R3 98.40 97.91 96.62
R2 97.29 97.29 96.51
R1 96.80 96.80 96.41 97.05
PP 96.18 96.18 96.18 96.30
S1 95.69 95.69 96.21 95.94
S2 95.07 95.07 96.11
S3 93.96 94.58 96.00
S4 92.85 93.47 95.70
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 110.88 108.11 98.80
R3 106.36 103.59 97.55
R2 101.84 101.84 97.14
R1 99.07 99.07 96.72 98.20
PP 97.32 97.32 97.32 96.88
S1 94.55 94.55 95.90 93.68
S2 92.80 92.80 95.48
S3 88.28 90.03 95.07
S4 83.76 85.51 93.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.08 95.56 4.52 4.7% 1.44 1.5% 17% False True 40,170
10 101.22 95.56 5.66 5.9% 1.34 1.4% 13% False True 40,727
20 102.04 95.56 6.48 6.7% 1.35 1.4% 12% False True 37,137
40 104.44 95.56 8.88 9.2% 1.18 1.2% 8% False True 29,559
60 104.44 95.51 8.93 9.3% 1.06 1.1% 9% False False 23,095
80 104.44 94.76 9.68 10.1% 0.99 1.0% 16% False False 19,083
100 104.44 93.00 11.44 11.9% 0.93 1.0% 29% False False 16,222
120 104.44 93.00 11.44 11.9% 0.88 0.9% 29% False False 14,264
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 101.39
2.618 99.58
1.618 98.47
1.000 97.78
0.618 97.36
HIGH 96.67
0.618 96.25
0.500 96.12
0.382 95.98
LOW 95.56
0.618 94.87
1.000 94.45
1.618 93.76
2.618 92.65
4.250 90.84
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 96.25 97.49
PP 96.18 97.09
S1 96.12 96.70

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

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