NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 96.18 96.95 0.77 0.8% 96.70
High 97.03 97.75 0.72 0.7% 97.75
Low 95.88 96.41 0.53 0.6% 95.88
Close 96.69 96.84 0.15 0.2% 96.84
Range 1.15 1.34 0.19 16.5% 1.87
ATR 1.36 1.36 0.00 -0.1% 0.00
Volume 134,083 119,863 -14,220 -10.6% 523,290
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.02 100.27 97.58
R3 99.68 98.93 97.21
R2 98.34 98.34 97.09
R1 97.59 97.59 96.96 97.30
PP 97.00 97.00 97.00 96.85
S1 96.25 96.25 96.72 95.96
S2 95.66 95.66 96.59
S3 94.32 94.91 96.47
S4 92.98 93.57 96.10
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.43 101.51 97.87
R3 100.56 99.64 97.35
R2 98.69 98.69 97.18
R1 97.77 97.77 97.01 98.23
PP 96.82 96.82 96.82 97.06
S1 95.90 95.90 96.67 96.36
S2 94.95 94.95 96.50
S3 93.08 94.03 96.33
S4 91.21 92.16 95.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.75 95.88 1.87 1.9% 1.26 1.3% 51% True False 104,658
10 100.89 95.88 5.01 5.2% 1.39 1.4% 19% False False 98,523
20 102.20 95.88 6.32 6.5% 1.39 1.4% 15% False False 88,149
40 105.55 95.88 9.67 10.0% 1.28 1.3% 10% False False 63,520
60 105.55 95.88 9.67 10.0% 1.17 1.2% 10% False False 49,337
80 105.55 95.59 9.96 10.3% 1.11 1.2% 13% False False 40,229
100 105.55 93.74 11.81 12.2% 1.08 1.1% 26% False False 33,768
120 105.55 93.72 11.83 12.2% 1.04 1.1% 26% False False 29,194
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.45
2.618 101.26
1.618 99.92
1.000 99.09
0.618 98.58
HIGH 97.75
0.618 97.24
0.500 97.08
0.382 96.92
LOW 96.41
0.618 95.58
1.000 95.07
1.618 94.24
2.618 92.90
4.250 90.72
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 97.08 96.83
PP 97.00 96.82
S1 96.92 96.82

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

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