NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 97.30 95.55 -1.75 -1.8% 97.54
High 97.59 97.41 -0.18 -0.2% 98.58
Low 95.26 95.32 0.06 0.1% 95.26
Close 95.58 97.35 1.77 1.9% 97.35
Range 2.33 2.09 -0.24 -10.3% 3.32
ATR 1.47 1.52 0.04 3.0% 0.00
Volume 350,619 269,750 -80,869 -23.1% 1,358,157
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.96 102.25 98.50
R3 100.87 100.16 97.92
R2 98.78 98.78 97.73
R1 98.07 98.07 97.54 98.43
PP 96.69 96.69 96.69 96.87
S1 95.98 95.98 97.16 96.34
S2 94.60 94.60 96.97
S3 92.51 93.89 96.78
S4 90.42 91.80 96.20
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.02 105.51 99.18
R3 103.70 102.19 98.26
R2 100.38 100.38 97.96
R1 98.87 98.87 97.65 97.97
PP 97.06 97.06 97.06 96.61
S1 95.55 95.55 97.05 94.65
S2 93.74 93.74 96.74
S3 90.42 92.23 96.44
S4 87.10 88.91 95.52
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 3.4% 1.56 1.6% 63% False False 271,631
10 98.67 95.26 3.41 3.5% 1.46 1.5% 61% False False 262,079
20 103.45 95.26 8.19 8.4% 1.52 1.6% 26% False False 262,820
40 106.64 95.26 11.38 11.7% 1.44 1.5% 18% False False 187,732
60 106.64 95.26 11.38 11.7% 1.32 1.4% 18% False False 143,536
80 106.64 95.26 11.38 11.7% 1.25 1.3% 18% False False 115,741
100 106.64 95.26 11.38 11.7% 1.20 1.2% 18% False False 97,574
120 106.64 94.34 12.30 12.6% 1.19 1.2% 24% False False 84,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.29
2.618 102.88
1.618 100.79
1.000 99.50
0.618 98.70
HIGH 97.41
0.618 96.61
0.500 96.37
0.382 96.12
LOW 95.32
0.618 94.03
1.000 93.23
1.618 91.94
2.618 89.85
4.250 86.44
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 97.02 97.07
PP 96.69 96.80
S1 96.37 96.52

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

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