NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 96.95 96.66 -0.29 -0.3% 96.70
High 97.75 97.67 -0.08 -0.1% 97.75
Low 96.41 96.55 0.14 0.1% 95.88
Close 96.84 97.21 0.37 0.4% 96.84
Range 1.34 1.12 -0.22 -16.4% 1.87
ATR 1.36 1.34 -0.02 -1.2% 0.00
Volume 119,863 114,249 -5,614 -4.7% 523,290
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.50 99.98 97.83
R3 99.38 98.86 97.52
R2 98.26 98.26 97.42
R1 97.74 97.74 97.31 98.00
PP 97.14 97.14 97.14 97.28
S1 96.62 96.62 97.11 96.88
S2 96.02 96.02 97.00
S3 94.90 95.50 96.90
S4 93.78 94.38 96.59
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.43 101.51 97.87
R3 100.56 99.64 97.35
R2 98.69 98.69 97.18
R1 97.77 97.77 97.01 98.23
PP 96.82 96.82 96.82 97.06
S1 95.90 95.90 96.67 96.36
S2 94.95 94.95 96.50
S3 93.08 94.03 96.33
S4 91.21 92.16 95.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.75 95.88 1.87 1.9% 1.27 1.3% 71% False False 108,074
10 100.48 95.88 4.60 4.7% 1.38 1.4% 29% False False 101,539
20 102.20 95.88 6.32 6.5% 1.39 1.4% 21% False False 91,185
40 105.55 95.88 9.67 9.9% 1.28 1.3% 14% False False 65,045
60 105.55 95.88 9.67 9.9% 1.17 1.2% 14% False False 50,946
80 105.55 95.59 9.96 10.2% 1.11 1.1% 16% False False 41,563
100 105.55 93.85 11.70 12.0% 1.08 1.1% 29% False False 34,842
120 105.55 93.72 11.83 12.2% 1.04 1.1% 30% False False 30,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.43
2.618 100.60
1.618 99.48
1.000 98.79
0.618 98.36
HIGH 97.67
0.618 97.24
0.500 97.11
0.382 96.98
LOW 96.55
0.618 95.86
1.000 95.43
1.618 94.74
2.618 93.62
4.250 91.79
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 97.18 97.08
PP 97.14 96.95
S1 97.11 96.82

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

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