NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 95.82 96.52 0.70 0.7% 96.12
High 96.63 97.35 0.72 0.7% 97.35
Low 95.48 96.00 0.52 0.5% 95.48
Close 96.32 96.42 0.10 0.1% 96.42
Range 1.15 1.35 0.20 17.4% 1.87
ATR 1.27 1.27 0.01 0.5% 0.00
Volume 40,128 57,907 17,779 44.3% 210,041
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.64 99.88 97.16
R3 99.29 98.53 96.79
R2 97.94 97.94 96.67
R1 97.18 97.18 96.54 96.89
PP 96.59 96.59 96.59 96.44
S1 95.83 95.83 96.30 95.54
S2 95.24 95.24 96.17
S3 93.89 94.48 96.05
S4 92.54 93.13 95.68
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.03 101.09 97.45
R3 100.16 99.22 96.93
R2 98.29 98.29 96.76
R1 97.35 97.35 96.59 97.82
PP 96.42 96.42 96.42 96.65
S1 95.48 95.48 96.25 95.95
S2 94.55 94.55 96.08
S3 92.68 93.61 95.91
S4 90.81 91.74 95.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 95.48 1.87 1.9% 1.17 1.2% 50% True False 42,008
10 100.08 95.48 4.60 4.8% 1.31 1.4% 20% False False 41,089
20 101.22 95.48 5.74 6.0% 1.31 1.4% 16% False False 41,398
40 104.44 95.48 8.96 9.3% 1.18 1.2% 10% False False 32,453
60 104.44 95.48 8.96 9.3% 1.08 1.1% 10% False False 25,811
80 104.44 94.76 9.68 10.0% 1.03 1.1% 17% False False 21,243
100 104.44 93.00 11.44 11.9% 0.97 1.0% 30% False False 18,100
120 104.44 93.00 11.44 11.9% 0.90 0.9% 30% False False 15,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.09
2.618 100.88
1.618 99.53
1.000 98.70
0.618 98.18
HIGH 97.35
0.618 96.83
0.500 96.68
0.382 96.52
LOW 96.00
0.618 95.17
1.000 94.65
1.618 93.82
2.618 92.47
4.250 90.26
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 96.68 96.42
PP 96.59 96.42
S1 96.51 96.42

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

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