NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 93.07 91.76 -1.31 -1.4% 92.34
High 93.07 93.40 0.33 0.4% 93.33
Low 91.31 91.76 0.45 0.5% 92.04
Close 91.31 93.26 1.95 2.1% 93.33
Range 1.76 1.64 -0.12 -6.8% 1.29
ATR 0.93 1.01 0.08 8.9% 0.00
Volume 3,278 3,509 231 7.0% 11,289
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.73 97.13 94.16
R3 96.09 95.49 93.71
R2 94.45 94.45 93.56
R1 93.85 93.85 93.41 94.15
PP 92.81 92.81 92.81 92.96
S1 92.21 92.21 93.11 92.51
S2 91.17 91.17 92.96
S3 89.53 90.57 92.81
S4 87.89 88.93 92.36
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.77 96.34 94.04
R3 95.48 95.05 93.68
R2 94.19 94.19 93.57
R1 93.76 93.76 93.45 93.98
PP 92.90 92.90 92.90 93.01
S1 92.47 92.47 93.21 92.69
S2 91.61 91.61 93.09
S3 90.32 91.18 92.98
S4 89.03 89.89 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.40 91.31 2.09 2.2% 1.01 1.1% 93% True False 3,004
10 93.40 91.00 2.40 2.6% 0.79 0.8% 94% True False 2,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.37
2.618 97.69
1.618 96.05
1.000 95.04
0.618 94.41
HIGH 93.40
0.618 92.77
0.500 92.58
0.382 92.39
LOW 91.76
0.618 90.75
1.000 90.12
1.618 89.11
2.618 87.47
4.250 84.79
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 93.03 92.96
PP 92.81 92.66
S1 92.58 92.36

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

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