NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 93.88 94.90 1.02 1.1% 92.95
High 95.07 94.94 -0.13 -0.1% 95.07
Low 93.78 91.89 -1.89 -2.0% 92.60
Close 95.02 92.10 -2.92 -3.1% 95.02
Range 1.29 3.05 1.76 136.4% 2.47
ATR 1.28 1.41 0.13 10.4% 0.00
Volume 95,853 100,108 4,255 4.4% 266,512
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.13 100.16 93.78
R3 99.08 97.11 92.94
R2 96.03 96.03 92.66
R1 94.06 94.06 92.38 93.52
PP 92.98 92.98 92.98 92.71
S1 91.01 91.01 91.82 90.47
S2 89.93 89.93 91.54
S3 86.88 87.96 91.26
S4 83.83 84.91 90.42
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 91.89 3.18 3.5% 1.46 1.6% 7% False True 63,777
10 95.07 91.89 3.18 3.5% 1.35 1.5% 7% False True 61,694
20 97.35 91.89 5.46 5.9% 1.37 1.5% 4% False True 55,629
40 101.95 91.89 10.06 10.9% 1.36 1.5% 2% False True 46,922
60 104.44 91.89 12.55 13.6% 1.25 1.4% 2% False True 38,738
80 104.44 91.89 12.55 13.6% 1.14 1.2% 2% False True 31,599
100 104.44 91.89 12.55 13.6% 1.07 1.2% 2% False True 26,699
120 104.44 91.89 12.55 13.6% 1.01 1.1% 2% False True 23,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 143 trading days
Fibonacci Retracements and Extensions
4.250 107.90
2.618 102.92
1.618 99.87
1.000 97.99
0.618 96.82
HIGH 94.94
0.618 93.77
0.500 93.42
0.382 93.06
LOW 91.89
0.618 90.01
1.000 88.84
1.618 86.96
2.618 83.91
4.250 78.93
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 93.42 93.48
PP 92.98 93.02
S1 92.54 92.56

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

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