NYMEX Light Sweet Crude Oil Future November 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 96.52 96.19 -0.33 -0.3% 96.12
High 97.35 97.17 -0.18 -0.2% 97.35
Low 96.00 96.15 0.15 0.2% 95.48
Close 96.42 96.73 0.31 0.3% 96.42
Range 1.35 1.02 -0.33 -24.4% 1.87
ATR 1.27 1.25 -0.02 -1.4% 0.00
Volume 57,907 43,322 -14,585 -25.2% 210,041
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.74 99.26 97.29
R3 98.72 98.24 97.01
R2 97.70 97.70 96.92
R1 97.22 97.22 96.82 97.46
PP 96.68 96.68 96.68 96.81
S1 96.20 96.20 96.64 96.44
S2 95.66 95.66 96.54
S3 94.64 95.18 96.45
S4 93.62 94.16 96.17
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% 1.18 1.2% 67% False False 42,658
10 99.60 95.48 4.12 4.3% 1.29 1.3% 30% False False 41,470
20 101.22 95.48 5.74 5.9% 1.31 1.4% 22% False False 41,760
40 104.44 95.48 8.96 9.3% 1.18 1.2% 14% False False 32,614
60 104.44 95.48 8.96 9.3% 1.09 1.1% 14% False False 26,360
80 104.44 94.76 9.68 10.0% 1.03 1.1% 20% False False 21,715
100 104.44 93.03 11.41 11.8% 0.97 1.0% 32% False False 18,481
120 104.44 93.00 11.44 11.8% 0.91 0.9% 33% False False 16,235
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.51
2.618 99.84
1.618 98.82
1.000 98.19
0.618 97.80
HIGH 97.17
0.618 96.78
0.500 96.66
0.382 96.54
LOW 96.15
0.618 95.52
1.000 95.13
1.618 94.50
2.618 93.48
4.250 91.82
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 96.71 96.63
PP 96.68 96.52
S1 96.66 96.42

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

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