NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 97.10 96.56 -0.54 -0.6% 97.54
High 97.16 97.05 -0.11 -0.1% 98.58
Low 95.81 94.26 -1.55 -1.6% 95.26
Close 96.41 94.48 -1.93 -2.0% 97.35
Range 1.35 2.79 1.44 106.7% 3.32
ATR 1.52 1.61 0.09 6.0% 0.00
Volume 157,537 109,041 -48,496 -30.8% 1,358,157
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.63 101.85 96.01
R3 100.84 99.06 95.25
R2 98.05 98.05 94.99
R1 96.27 96.27 94.74 95.77
PP 95.26 95.26 95.26 95.01
S1 93.48 93.48 94.22 92.98
S2 92.47 92.47 93.97
S3 89.68 90.69 93.71
S4 86.89 87.90 92.95
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 97.78 94.26 3.52 3.7% 1.92 2.0% 6% False True 228,130
10 98.58 94.26 4.32 4.6% 1.58 1.7% 5% False True 244,087
20 103.34 94.26 9.08 9.6% 1.57 1.7% 2% False True 247,898
40 106.64 94.26 12.38 13.1% 1.48 1.6% 2% False True 191,147
60 106.64 94.26 12.38 13.1% 1.37 1.4% 2% False True 146,667
80 106.64 94.26 12.38 13.1% 1.27 1.3% 2% False True 118,314
100 106.64 94.26 12.38 13.1% 1.23 1.3% 2% False True 99,868
120 106.64 94.26 12.38 13.1% 1.21 1.3% 2% False True 86,548
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 0.31
Widest range in 179 trading days
Fibonacci Retracements and Extensions
4.250 108.91
2.618 104.35
1.618 101.56
1.000 99.84
0.618 98.77
HIGH 97.05
0.618 95.98
0.500 95.66
0.382 95.33
LOW 94.26
0.618 92.54
1.000 91.47
1.618 89.75
2.618 86.96
4.250 82.40
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 95.66 95.84
PP 95.26 95.38
S1 94.87 94.93

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

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