NYMEX Light Sweet Crude Oil Future May 2015


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 92.34 92.45 0.11 0.1% 92.23
High 92.34 92.88 0.54 0.6% 92.31
Low 92.04 92.45 0.41 0.4% 91.00
Close 92.24 92.64 0.40 0.4% 92.29
Range 0.30 0.43 0.13 43.3% 1.31
ATR
Volume 2,194 861 -1,333 -60.8% 12,390
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 93.95 93.72 92.88
R3 93.52 93.29 92.76
R2 93.09 93.09 92.72
R1 92.86 92.86 92.68 92.98
PP 92.66 92.66 92.66 92.71
S1 92.43 92.43 92.60 92.55
S2 92.23 92.23 92.56
S3 91.80 92.00 92.52
S4 91.37 91.57 92.40
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.80 95.35 93.01
R3 94.49 94.04 92.65
R2 93.18 93.18 92.53
R1 92.73 92.73 92.41 92.96
PP 91.87 91.87 91.87 91.98
S1 91.42 91.42 92.17 91.65
S2 90.56 90.56 92.05
S3 89.25 90.11 91.93
S4 87.94 88.80 91.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.88 91.00 1.88 2.0% 0.57 0.6% 87% True False 2,155
10 94.48 91.00 3.48 3.8% 0.79 0.9% 47% False False 2,053
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 94.01
1.618 93.58
1.000 93.31
0.618 93.15
HIGH 92.88
0.618 92.72
0.500 92.67
0.382 92.61
LOW 92.45
0.618 92.18
1.000 92.02
1.618 91.75
2.618 91.32
4.250 90.62
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 92.67 92.52
PP 92.66 92.40
S1 92.65 92.28

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

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