NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 97.20 97.30 0.10 0.1% 97.67
High 97.78 97.59 -0.19 -0.2% 98.67
Low 96.75 95.26 -1.49 -1.5% 96.55
Close 97.59 95.58 -2.01 -2.1% 97.65
Range 1.03 2.33 1.30 126.2% 2.12
ATR 1.41 1.47 0.07 4.7% 0.00
Volume 253,703 350,619 96,916 38.2% 1,262,634
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.13 101.69 96.86
R3 100.80 99.36 96.22
R2 98.47 98.47 96.01
R1 97.03 97.03 95.79 96.59
PP 96.14 96.14 96.14 95.92
S1 94.70 94.70 95.37 94.26
S2 93.81 93.81 95.15
S3 91.48 92.37 94.94
S4 89.15 90.04 94.30
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.98 102.94 98.82
R3 101.86 100.82 98.23
R2 99.74 99.74 98.04
R1 98.70 98.70 97.84 98.16
PP 97.62 97.62 97.62 97.36
S1 96.58 96.58 97.46 96.04
S2 95.50 95.50 97.26
S3 93.38 94.46 97.07
S4 91.26 92.34 96.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.58 95.26 3.32 3.5% 1.40 1.5% 10% False True 270,882
10 98.67 95.26 3.41 3.6% 1.35 1.4% 9% False True 262,603
20 103.45 95.26 8.19 8.6% 1.48 1.5% 4% False True 260,220
40 106.64 95.26 11.38 11.9% 1.41 1.5% 3% False True 183,309
60 106.64 95.26 11.38 11.9% 1.30 1.4% 3% False True 139,898
80 106.64 95.26 11.38 11.9% 1.23 1.3% 3% False True 112,811
100 106.64 95.26 11.38 11.9% 1.19 1.2% 3% False True 95,077
120 106.64 94.34 12.30 12.9% 1.18 1.2% 10% False False 82,360
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 0.33
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 107.49
2.618 103.69
1.618 101.36
1.000 99.92
0.618 99.03
HIGH 97.59
0.618 96.70
0.500 96.43
0.382 96.15
LOW 95.26
0.618 93.82
1.000 92.93
1.618 91.49
2.618 89.16
4.250 85.36
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 96.43 96.60
PP 96.14 96.26
S1 95.86 95.92

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

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