NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 93.19 93.88 0.69 0.7% 92.95
High 94.10 95.07 0.97 1.0% 95.07
Low 92.99 93.78 0.79 0.8% 92.60
Close 93.83 95.02 1.19 1.3% 95.02
Range 1.11 1.29 0.18 16.2% 2.47
ATR 1.27 1.28 0.00 0.1% 0.00
Volume 49,937 95,853 45,916 91.9% 266,512
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.49 98.05 95.73
R3 97.20 96.76 95.37
R2 95.91 95.91 95.26
R1 95.47 95.47 95.14 95.69
PP 94.62 94.62 94.62 94.74
S1 94.18 94.18 94.90 94.40
S2 93.33 93.33 94.78
S3 92.04 92.89 94.67
S4 90.75 91.60 94.31
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.64 100.80 96.38
R3 99.17 98.33 95.70
R2 96.70 96.70 95.47
R1 95.86 95.86 95.25 96.28
PP 94.23 94.23 94.23 94.44
S1 93.39 93.39 94.79 93.81
S2 91.76 91.76 94.57
S3 89.29 90.92 94.34
S4 86.82 88.45 93.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.07 92.60 2.47 2.6% 1.03 1.1% 98% True False 53,302
10 95.07 91.96 3.11 3.3% 1.21 1.3% 98% True False 58,399
20 97.35 91.96 5.39 5.7% 1.27 1.3% 57% False False 52,627
40 102.04 91.96 10.08 10.6% 1.31 1.4% 30% False False 44,882
60 104.44 91.96 12.48 13.1% 1.21 1.3% 25% False False 37,248
80 104.44 91.96 12.48 13.1% 1.11 1.2% 25% False False 30,478
100 104.44 91.96 12.48 13.1% 1.05 1.1% 25% False False 25,791
120 104.44 91.96 12.48 13.1% 0.99 1.0% 25% False False 22,290
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 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.55
2.618 98.45
1.618 97.16
1.000 96.36
0.618 95.87
HIGH 95.07
0.618 94.58
0.500 94.43
0.382 94.27
LOW 93.78
0.618 92.98
1.000 92.49
1.618 91.69
2.618 90.40
4.250 88.30
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 94.82 94.67
PP 94.62 94.32
S1 94.43 93.97

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

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