NYMEX Light Sweet Crude Oil Future November 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 92.95 92.89 -0.06 -0.1% 94.46
High 93.48 93.85 0.37 0.4% 94.46
Low 92.60 92.84 0.24 0.3% 91.96
Close 92.88 93.36 0.48 0.5% 93.17
Range 0.88 1.01 0.13 14.8% 2.50
ATR 1.34 1.32 -0.02 -1.8% 0.00
Volume 47,734 30,473 -17,261 -36.2% 317,478
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.38 95.88 93.92
R3 95.37 94.87 93.64
R2 94.36 94.36 93.55
R1 93.86 93.86 93.45 94.11
PP 93.35 93.35 93.35 93.48
S1 92.85 92.85 93.27 93.10
S2 92.34 92.34 93.17
S3 91.33 91.84 93.08
S4 90.32 90.83 92.80
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.70 99.43 94.55
R3 98.20 96.93 93.86
R2 95.70 95.70 93.63
R1 94.43 94.43 93.40 93.82
PP 93.20 93.20 93.20 92.89
S1 91.93 91.93 92.94 91.32
S2 90.70 90.70 92.71
S3 88.20 89.43 92.48
S4 85.70 86.93 91.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.86 91.96 1.90 2.0% 1.13 1.2% 74% False False 55,756
10 96.41 91.96 4.45 4.8% 1.40 1.5% 31% False False 56,150
20 99.41 91.96 7.45 8.0% 1.35 1.4% 19% False False 49,844
40 103.54 91.96 11.58 12.4% 1.30 1.4% 12% False False 42,005
60 104.44 91.96 12.48 13.4% 1.19 1.3% 11% False False 34,666
80 104.44 91.96 12.48 13.4% 1.10 1.2% 11% False False 28,327
100 104.44 91.96 12.48 13.4% 1.04 1.1% 11% False False 24,075
120 104.44 91.96 12.48 13.4% 0.98 1.0% 11% False False 20,874
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.14
2.618 96.49
1.618 95.48
1.000 94.86
0.618 94.47
HIGH 93.85
0.618 93.46
0.500 93.35
0.382 93.23
LOW 92.84
0.618 92.22
1.000 91.83
1.618 91.21
2.618 90.20
4.250 88.55
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 93.36 93.30
PP 93.35 93.23
S1 93.35 93.17

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

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