NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 95.55 97.10 1.55 1.6% 97.54
High 97.41 97.16 -0.25 -0.3% 98.58
Low 95.32 95.81 0.49 0.5% 95.26
Close 97.35 96.41 -0.94 -1.0% 97.35
Range 2.09 1.35 -0.74 -35.4% 3.32
ATR 1.52 1.52 0.00 0.1% 0.00
Volume 269,750 157,537 -112,213 -41.6% 1,358,157
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.51 99.81 97.15
R3 99.16 98.46 96.78
R2 97.81 97.81 96.66
R1 97.11 97.11 96.53 96.79
PP 96.46 96.46 96.46 96.30
S1 95.76 95.76 96.29 95.44
S2 95.11 95.11 96.16
S3 93.76 94.41 96.04
S4 92.41 93.06 95.67
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 97.94 95.26 2.68 2.8% 1.59 1.6% 43% False False 254,840
10 98.67 95.26 3.41 3.5% 1.47 1.5% 34% False False 257,406
20 103.45 95.26 8.19 8.5% 1.51 1.6% 14% False False 255,066
40 106.64 95.26 11.38 11.8% 1.44 1.5% 10% False False 189,899
60 106.64 95.26 11.38 11.8% 1.33 1.4% 10% False False 145,448
80 106.64 95.26 11.38 11.8% 1.24 1.3% 10% False False 117,300
100 106.64 95.26 11.38 11.8% 1.20 1.2% 10% False False 99,018
120 106.64 94.34 12.30 12.8% 1.20 1.2% 17% False False 85,734
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.90
2.618 100.69
1.618 99.34
1.000 98.51
0.618 97.99
HIGH 97.16
0.618 96.64
0.500 96.49
0.382 96.33
LOW 95.81
0.618 94.98
1.000 94.46
1.618 93.63
2.618 92.28
4.250 90.07
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 96.49 96.43
PP 96.46 96.42
S1 96.44 96.42

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

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