NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 93.59 94.46 0.87 0.9% 96.19
High 94.79 94.46 -0.33 -0.3% 97.17
Low 93.43 92.81 -0.62 -0.7% 93.39
Close 94.74 93.12 -1.62 -1.7% 94.74
Range 1.36 1.65 0.29 21.3% 3.78
ATR 1.36 1.40 0.04 3.0% 0.00
Volume 68,989 67,151 -1,838 -2.7% 258,517
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.41 97.42 94.03
R3 96.76 95.77 93.57
R2 95.11 95.11 93.42
R1 94.12 94.12 93.27 93.79
PP 93.46 93.46 93.46 93.30
S1 92.47 92.47 92.97 92.14
S2 91.81 91.81 92.82
S3 90.16 90.82 92.67
S4 88.51 89.17 92.21
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 106.44 104.37 96.82
R3 102.66 100.59 95.78
R2 98.88 98.88 95.43
R1 96.81 96.81 95.09 95.96
PP 95.10 95.10 95.10 94.67
S1 93.03 93.03 94.39 92.18
S2 91.32 91.32 94.05
S3 87.54 89.25 93.70
S4 83.76 85.47 92.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.59 92.81 3.78 4.1% 1.60 1.7% 8% False True 56,469
10 97.35 92.81 4.54 4.9% 1.39 1.5% 7% False True 49,563
20 101.22 92.81 8.41 9.0% 1.35 1.5% 4% False True 45,593
40 104.44 92.81 11.63 12.5% 1.28 1.4% 3% False True 36,458
60 104.44 92.81 11.63 12.5% 1.16 1.2% 3% False True 30,038
80 104.44 92.81 11.63 12.5% 1.08 1.2% 3% False True 24,793
100 104.44 92.81 11.63 12.5% 1.02 1.1% 3% False True 21,078
120 104.44 92.81 11.63 12.5% 0.95 1.0% 3% False True 18,389
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.47
2.618 98.78
1.618 97.13
1.000 96.11
0.618 95.48
HIGH 94.46
0.618 93.83
0.500 93.64
0.382 93.44
LOW 92.81
0.618 91.79
1.000 91.16
1.618 90.14
2.618 88.49
4.250 85.80
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 93.64 94.50
PP 93.46 94.04
S1 93.29 93.58

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

View Archives - Comment on this page... - Back to Index of Symbols