NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 95.66 96.24 0.58 0.6% 99.21
High 96.56 96.51 -0.05 -0.1% 99.36
Low 95.58 95.43 -0.15 -0.2% 95.00
Close 96.28 95.78 -0.50 -0.5% 95.79
Range 0.98 1.08 0.10 10.2% 4.36
ATR 1.27 1.26 -0.01 -1.1% 0.00
Volume 69,525 44,946 -24,579 -35.4% 314,591
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.15 98.54 96.37
R3 98.07 97.46 96.08
R2 96.99 96.99 95.98
R1 96.38 96.38 95.88 96.15
PP 95.91 95.91 95.91 95.79
S1 95.30 95.30 95.68 95.07
S2 94.83 94.83 95.58
S3 93.75 94.22 95.48
S4 92.67 93.14 95.19
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 109.80 107.15 98.19
R3 105.44 102.79 96.99
R2 101.08 101.08 96.59
R1 98.43 98.43 96.19 97.58
PP 96.72 96.72 96.72 96.29
S1 94.07 94.07 95.39 93.22
S2 92.36 92.36 94.99
S3 88.00 89.71 94.59
S4 83.64 85.35 93.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 95.00 3.67 3.8% 1.35 1.4% 21% False False 63,948
10 100.08 95.00 5.08 5.3% 1.26 1.3% 15% False False 60,298
20 100.54 95.00 5.54 5.8% 1.33 1.4% 14% False False 67,604
40 103.66 95.00 8.66 9.0% 1.18 1.2% 9% False False 63,341
60 103.66 94.79 8.87 9.3% 1.09 1.1% 11% False False 55,887
80 103.66 93.98 9.68 10.1% 1.06 1.1% 19% False False 51,953
100 103.66 92.25 11.41 11.9% 1.06 1.1% 31% False False 48,530
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.10
2.618 99.34
1.618 98.26
1.000 97.59
0.618 97.18
HIGH 96.51
0.618 96.10
0.500 95.97
0.382 95.84
LOW 95.43
0.618 94.76
1.000 94.35
1.618 93.68
2.618 92.60
4.250 90.84
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 95.97 95.78
PP 95.91 95.78
S1 95.84 95.78

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

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