NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 96.82 96.38 -0.44 -0.5% 100.00
High 97.04 96.81 -0.23 -0.2% 100.08
Low 95.81 95.66 -0.15 -0.2% 95.56
Close 96.14 95.84 -0.30 -0.3% 96.31
Range 1.23 1.15 -0.08 -6.5% 4.52
ATR 1.29 1.28 -0.01 -0.8% 0.00
Volume 23,546 48,389 24,843 105.5% 200,854
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.55 98.85 96.47
R3 98.40 97.70 96.16
R2 97.25 97.25 96.05
R1 96.55 96.55 95.95 96.33
PP 96.10 96.10 96.10 95.99
S1 95.40 95.40 95.73 95.18
S2 94.95 94.95 95.63
S3 93.80 94.25 95.52
S4 92.65 93.10 95.21
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 97.96 95.56 2.40 2.5% 1.26 1.3% 12% False False 40,296
10 100.93 95.56 5.37 5.6% 1.31 1.4% 5% False False 41,189
20 101.22 95.56 5.66 5.9% 1.36 1.4% 5% False False 39,523
40 104.44 95.56 8.88 9.3% 1.19 1.2% 3% False False 31,063
60 104.44 95.56 8.88 9.3% 1.08 1.1% 3% False False 24,495
80 104.44 94.76 9.68 10.1% 1.01 1.1% 11% False False 20,189
100 104.44 93.00 11.44 11.9% 0.95 1.0% 25% False False 17,189
120 104.44 93.00 11.44 11.9% 0.90 0.9% 25% False False 15,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.70
2.618 99.82
1.618 98.67
1.000 97.96
0.618 97.52
HIGH 96.81
0.618 96.37
0.500 96.24
0.382 96.10
LOW 95.66
0.618 94.95
1.000 94.51
1.618 93.80
2.618 92.65
4.250 90.77
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 96.24 96.39
PP 96.10 96.20
S1 95.97 96.02

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

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