NYMEX Light Sweet Crude Oil Future January 2015


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 96.27 95.24 -1.03 -1.1% 98.36
High 96.80 95.74 -1.06 -1.1% 98.71
Low 95.22 94.59 -0.63 -0.7% 94.59
Close 95.79 95.36 -0.43 -0.4% 95.36
Range 1.58 1.15 -0.43 -27.2% 4.12
ATR 1.13 1.14 0.00 0.4% 0.00
Volume 11,314 17,356 6,042 53.4% 68,968
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.68 98.17 95.99
R3 97.53 97.02 95.68
R2 96.38 96.38 95.57
R1 95.87 95.87 95.47 96.13
PP 95.23 95.23 95.23 95.36
S1 94.72 94.72 95.25 94.98
S2 94.08 94.08 95.15
S3 92.93 93.57 95.04
S4 91.78 92.42 94.73
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 108.58 106.09 97.63
R3 104.46 101.97 96.49
R2 100.34 100.34 96.12
R1 97.85 97.85 95.74 97.04
PP 96.22 96.22 96.22 95.81
S1 93.73 93.73 94.98 92.92
S2 92.10 92.10 94.60
S3 87.98 89.61 94.23
S4 83.86 85.49 93.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.71 94.59 4.12 4.3% 1.29 1.4% 19% False True 13,793
10 99.36 94.59 4.77 5.0% 1.17 1.2% 16% False True 14,945
20 100.55 94.59 5.96 6.3% 1.16 1.2% 13% False True 13,635
40 102.53 94.59 7.94 8.3% 1.03 1.1% 10% False True 11,056
60 102.53 93.80 8.73 9.2% 0.89 0.9% 18% False False 8,994
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.63
2.618 98.75
1.618 97.60
1.000 96.89
0.618 96.45
HIGH 95.74
0.618 95.30
0.500 95.17
0.382 95.03
LOW 94.59
0.618 93.88
1.000 93.44
1.618 92.73
2.618 91.58
4.250 89.70
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 95.30 96.31
PP 95.23 95.99
S1 95.17 95.68

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

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