NYMEX Light Sweet Crude Oil Future January 2015

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	95.47	95.17	-0.30	-0.3%	98.36
High	95.99	95.95	-0.04	0.0%	98.71
Low	95.04	94.83	-0.21	-0.2%	94.59
Close	95.18	95.67	0.49	0.5%	95.36
Range	0.95	1.12	0.17	17.9%	4.12
ATR	1.09	1.09	0.00	0.2%	0.00
Volume	18,378	14,183	-4,195	-22.8%	68,968

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.84	98.38	96.29
R3	97.72	97.26	95.98
R2	96.60	96.60	95.88
R1	96.14	96.14	95.77	96.37
PP	95.48	95.48	95.48	95.60
S1	95.02	95.02	95.57	95.25
S2	94.36	94.36	95.46
S3	93.24	93.90	95.36
S4	92.12	92.78	95.05

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	96.09	94.59	1.50	1.6%	0.99	1.0%	72%	False	False	15,348
10	98.82	94.59	4.23	4.4%	1.13	1.2%	26%	False	False	13,723
20	99.45	94.59	4.86	5.1%	1.15	1.2%	22%	False	False	15,140
40	102.53	94.59	7.94	8.3%	1.04	1.1%	14%	False	False	11,521
60	102.53	94.59	7.94	8.3%	0.89	0.9%	14%	False	False	9,726
80	102.53	93.32	9.21	9.6%	0.84	0.9%	26%	False	False	8,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.71
2.618	98.88
1.618	97.76
1.000	97.07
0.618	96.64
HIGH	95.95
0.618	95.52
0.500	95.39
0.382	95.26
LOW	94.83
0.618	94.14
1.000	93.71
1.618	93.02
2.618	91.90
4.250	90.07

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	95.58	95.58
PP	95.48	95.50
S1	95.39	95.41

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols