NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	97.62	97.07	-0.55	-0.6%	97.35
High	97.63	97.42	-0.21	-0.2%	98.68
Low	96.63	96.00	-0.63	-0.7%	97.18
Close	97.05	96.45	-0.60	-0.6%	98.17
Range	1.00	1.42	0.42	42.0%	1.50
ATR	0.93	0.96	0.04	3.8%	0.00
Volume	4,884	4,411	-473	-9.7%	36,718

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.88	100.09	97.23
R3	99.46	98.67	96.84
R2	98.04	98.04	96.71
R1	97.25	97.25	96.58	96.94
PP	96.62	96.62	96.62	96.47
S1	95.83	95.83	96.32	95.52
S2	95.20	95.20	96.19
S3	93.78	94.41	96.06
S4	92.36	92.99	95.67

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.51	101.84	99.00
R3	101.01	100.34	98.58
R2	99.51	99.51	98.45
R1	98.84	98.84	98.31	99.18
PP	98.01	98.01	98.01	98.18
S1	97.34	97.34	98.03	97.68
S2	96.51	96.51	97.90
S3	95.01	95.84	97.76
S4	93.51	94.34	97.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.68	96.00	2.68	2.8%	1.10	1.1%	17%	False	True	6,416
10	98.68	96.00	2.68	2.8%	1.03	1.1%	17%	False	True	7,027
20	100.76	96.00	4.76	4.9%	0.97	1.0%	9%	False	True	5,296
40	101.33	95.73	5.60	5.8%	0.83	0.9%	13%	False	False	4,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	103.46
2.618	101.14
1.618	99.72
1.000	98.84
0.618	98.30
HIGH	97.42
0.618	96.88
0.500	96.71
0.382	96.54
LOW	96.00
0.618	95.12
1.000	94.58
1.618	93.70
2.618	92.28
4.250	89.97

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	96.71	97.06
PP	96.62	96.86
S1	96.54	96.65

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