NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 97.64 97.54 -0.10 -0.1% 97.67
High 98.45 98.58 0.13 0.1% 98.67
Low 97.15 97.37 0.22 0.2% 96.55
Close 97.65 98.08 0.43 0.4% 97.65
Range 1.30 1.21 -0.09 -6.9% 2.12
ATR 1.47 1.45 -0.02 -1.2% 0.00
Volume 266,006 241,493 -24,513 -9.2% 1,262,634
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.64 101.07 98.75
R3 100.43 99.86 98.41
R2 99.22 99.22 98.30
R1 98.65 98.65 98.19 98.94
PP 98.01 98.01 98.01 98.15
S1 97.44 97.44 97.97 97.73
S2 96.80 96.80 97.86
S3 95.59 96.23 97.75
S4 94.38 95.02 97.41
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.98 102.94 98.82
R3 101.86 100.82 98.23
R2 99.74 99.74 98.04
R1 98.70 98.70 97.84 98.16
PP 97.62 97.62 97.62 97.36
S1 96.58 96.58 97.46 96.04
S2 95.50 95.50 97.26
S3 93.38 94.46 97.07
S4 91.26 92.34 96.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.55 2.12 2.2% 1.36 1.4% 72% False False 259,973
10 101.83 96.55 5.28 5.4% 1.50 1.5% 29% False False 263,693
20 103.45 96.55 6.90 7.0% 1.53 1.6% 22% False False 248,998
40 106.64 96.55 10.09 10.3% 1.38 1.4% 15% False False 167,394
60 106.64 96.55 10.09 10.3% 1.28 1.3% 15% False False 127,527
80 106.64 96.43 10.21 10.4% 1.21 1.2% 16% False False 103,150
100 106.64 94.83 11.81 12.0% 1.18 1.2% 28% False False 87,108
120 106.64 94.34 12.30 12.5% 1.17 1.2% 30% False False 75,654
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.72
2.618 101.75
1.618 100.54
1.000 99.79
0.618 99.33
HIGH 98.58
0.618 98.12
0.500 97.98
0.382 97.83
LOW 97.37
0.618 96.62
1.000 96.16
1.618 95.41
2.618 94.20
4.250 92.23
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 98.05 97.91
PP 98.01 97.74
S1 97.98 97.57

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

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