NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 93.34 93.36 0.02 0.0% 95.14
High 93.95 94.35 0.40 0.4% 95.14
Low 93.05 93.35 0.30 0.3% 92.50
Close 93.35 93.86 0.51 0.5% 93.65
Range 0.90 1.00 0.10 11.1% 2.64
ATR 1.41 1.38 -0.03 -2.1% 0.00
Volume 137,420 176,280 38,860 28.3% 1,080,305
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.85 96.36 94.41
R3 95.85 95.36 94.14
R2 94.85 94.85 94.04
R1 94.36 94.36 93.95 94.61
PP 93.85 93.85 93.85 93.98
S1 93.36 93.36 93.77 93.61
S2 92.85 92.85 93.68
S3 91.85 92.36 93.59
S4 90.85 91.36 93.31
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% 1.16 1.2% 70% False False 187,730
10 96.88 92.50 4.38 4.7% 1.46 1.6% 31% False False 193,702
20 100.30 92.50 7.80 8.3% 1.42 1.5% 17% False False 150,061
40 104.46 92.50 11.96 12.7% 1.38 1.5% 11% False False 106,729
60 105.55 92.50 13.05 13.9% 1.28 1.4% 10% False False 81,778
80 105.55 92.50 13.05 13.9% 1.18 1.3% 10% False False 65,501
100 105.55 92.50 13.05 13.9% 1.13 1.2% 10% False False 54,551
120 105.55 92.50 13.05 13.9% 1.09 1.2% 10% False False 46,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 96.97
1.618 95.97
1.000 95.35
0.618 94.97
HIGH 94.35
0.618 93.97
0.500 93.85
0.382 93.73
LOW 93.35
0.618 92.73
1.000 92.35
1.618 91.73
2.618 90.73
4.250 89.10
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 93.86 93.79
PP 93.85 93.71
S1 93.85 93.64

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

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