NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 94.46 93.26 -1.20 -1.3% 96.19
High 94.46 93.69 -0.77 -0.8% 97.17
Low 92.81 92.13 -0.68 -0.7% 93.39
Close 93.12 92.34 -0.78 -0.8% 94.74
Range 1.65 1.56 -0.09 -5.5% 3.78
ATR 1.40 1.41 0.01 0.8% 0.00
Volume 67,151 49,754 -17,397 -25.9% 258,517
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.40 96.43 93.20
R3 95.84 94.87 92.77
R2 94.28 94.28 92.63
R1 93.31 93.31 92.48 93.02
PP 92.72 92.72 92.72 92.57
S1 91.75 91.75 92.20 91.46
S2 91.16 91.16 92.05
S3 89.60 90.19 91.91
S4 88.04 88.63 91.48
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 96.41 92.13 4.28 4.6% 1.68 1.8% 5% False True 56,544
10 97.35 92.13 5.22 5.7% 1.42 1.5% 4% False True 52,184
20 100.93 92.13 8.80 9.5% 1.36 1.5% 2% False True 45,980
40 104.44 92.13 12.31 13.3% 1.29 1.4% 2% False True 37,183
60 104.44 92.13 12.31 13.3% 1.18 1.3% 2% False True 30,691
80 104.44 92.13 12.31 13.3% 1.09 1.2% 2% False True 25,306
100 104.44 92.13 12.31 13.3% 1.03 1.1% 2% False True 21,532
120 104.44 92.13 12.31 13.3% 0.96 1.0% 2% False True 18,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.32
2.618 97.77
1.618 96.21
1.000 95.25
0.618 94.65
HIGH 93.69
0.618 93.09
0.500 92.91
0.382 92.73
LOW 92.13
0.618 91.17
1.000 90.57
1.618 89.61
2.618 88.05
4.250 85.50
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 92.91 93.46
PP 92.72 93.09
S1 92.53 92.71

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

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