NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 93.89 93.34 -0.55 -0.6% 95.14
High 94.04 93.95 -0.09 -0.1% 95.14
Low 92.92 93.05 0.13 0.1% 92.50
Close 93.65 93.35 -0.30 -0.3% 93.65
Range 1.12 0.90 -0.22 -19.6% 2.64
ATR 1.45 1.41 -0.04 -2.7% 0.00
Volume 191,457 137,420 -54,037 -28.2% 1,080,305
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.15 95.65 93.85
R3 95.25 94.75 93.60
R2 94.35 94.35 93.52
R1 93.85 93.85 93.43 94.10
PP 93.45 93.45 93.45 93.58
S1 92.95 92.95 93.27 93.20
S2 92.55 92.55 93.19
S3 91.65 92.05 93.10
S4 90.75 91.15 92.86
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.68 100.31 95.10
R3 99.04 97.67 94.38
R2 96.40 96.40 94.13
R1 95.03 95.03 93.89 94.40
PP 93.76 93.76 93.76 93.45
S1 92.39 92.39 93.41 91.76
S2 91.12 91.12 93.17
S3 88.48 89.75 92.92
S4 85.84 87.11 92.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.45 92.50 1.95 2.1% 1.31 1.4% 44% False False 207,973
10 97.08 92.50 4.58 4.9% 1.48 1.6% 19% False False 187,250
20 100.48 92.50 7.98 8.5% 1.43 1.5% 11% False False 144,395
40 104.46 92.50 11.96 12.8% 1.37 1.5% 7% False False 102,732
60 105.55 92.50 13.05 14.0% 1.28 1.4% 7% False False 79,123
80 105.55 92.50 13.05 14.0% 1.18 1.3% 7% False False 63,504
100 105.55 92.50 13.05 14.0% 1.13 1.2% 7% False False 52,862
120 105.55 92.50 13.05 14.0% 1.09 1.2% 7% False False 45,203
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 True
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 97.78
2.618 96.31
1.618 95.41
1.000 94.85
0.618 94.51
HIGH 93.95
0.618 93.61
0.500 93.50
0.382 93.39
LOW 93.05
0.618 92.49
1.000 92.15
1.618 91.59
2.618 90.69
4.250 89.23
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 93.50 93.48
PP 93.45 93.43
S1 93.40 93.39

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

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