NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 95.17 96.20 1.03 1.1% 95.32
High 95.95 96.50 0.55 0.6% 96.50
Low 94.83 95.28 0.45 0.5% 94.83
Close 95.67 95.67 0.00 0.0% 95.67
Range 1.12 1.22 0.10 8.9% 1.67
ATR 1.09 1.10 0.01 0.8% 0.00
Volume 14,183 20,941 6,758 47.6% 80,328
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.48 98.79 96.34
R3 98.26 97.57 96.01
R2 97.04 97.04 95.89
R1 96.35 96.35 95.78 96.09
PP 95.82 95.82 95.82 95.68
S1 95.13 95.13 95.56 94.87
S2 94.60 94.60 95.45
S3 93.38 93.91 95.33
S4 92.16 92.69 95.00
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.68 99.84 96.59
R3 99.01 98.17 96.13
R2 97.34 97.34 95.98
R1 96.50 96.50 95.82 96.92
PP 95.67 95.67 95.67 95.88
S1 94.83 94.83 95.52 95.25
S2 94.00 94.00 95.36
S3 92.33 93.16 95.21
S4 90.66 91.49 94.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 94.83 1.67 1.7% 1.01 1.1% 50% True False 16,065
10 98.71 94.59 4.12 4.3% 1.15 1.2% 26% False False 14,929
20 99.36 94.59 4.77 5.0% 1.12 1.2% 23% False False 15,726
40 102.53 94.59 7.94 8.3% 1.03 1.1% 14% False False 11,917
60 102.53 94.59 7.94 8.3% 0.91 0.9% 14% False False 9,983
80 102.53 93.32 9.21 9.6% 0.85 0.9% 26% False False 8,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.69
2.618 99.69
1.618 98.47
1.000 97.72
0.618 97.25
HIGH 96.50
0.618 96.03
0.500 95.89
0.382 95.75
LOW 95.28
0.618 94.53
1.000 94.06
1.618 93.31
2.618 92.09
4.250 90.10
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 95.89 95.67
PP 95.82 95.67
S1 95.74 95.67

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

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