NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 92.81 92.59 -0.22 -0.2% 93.00
High 93.07 93.32 0.25 0.3% 93.00
Low 92.45 92.59 0.14 0.2% 91.32
Close 92.80 92.92 0.12 0.1% 92.61
Range 0.62 0.73 0.11 17.7% 1.68
ATR 0.98 0.96 -0.02 -1.8% 0.00
Volume 11,161 7,884 -3,277 -29.4% 52,487
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.13 94.76 93.32
R3 94.40 94.03 93.12
R2 93.67 93.67 93.05
R1 93.30 93.30 92.99 93.49
PP 92.94 92.94 92.94 93.04
S1 92.57 92.57 92.85 92.76
S2 92.21 92.21 92.79
S3 91.48 91.84 92.72
S4 90.75 91.11 92.52
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.35 96.66 93.53
R3 95.67 94.98 93.07
R2 93.99 93.99 92.92
R1 93.30 93.30 92.76 92.81
PP 92.31 92.31 92.31 92.06
S1 91.62 91.62 92.46 91.13
S2 90.63 90.63 92.30
S3 88.95 89.94 92.15
S4 87.27 88.26 91.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.32 91.92 1.40 1.5% 0.70 0.7% 71% True False 9,202
10 93.60 91.32 2.28 2.5% 0.86 0.9% 70% False False 9,688
20 95.56 91.32 4.24 4.6% 0.94 1.0% 38% False False 9,761
40 99.21 91.32 7.89 8.5% 0.94 1.0% 20% False False 9,530
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.42
2.618 95.23
1.618 94.50
1.000 94.05
0.618 93.77
HIGH 93.32
0.618 93.04
0.500 92.96
0.382 92.87
LOW 92.59
0.618 92.14
1.000 91.86
1.618 91.41
2.618 90.68
4.250 89.49
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 92.96 92.90
PP 92.94 92.89
S1 92.93 92.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.