NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 96.66 96.95 0.29 0.3% 96.70
High 97.67 97.08 -0.59 -0.6% 97.75
Low 96.55 95.90 -0.65 -0.7% 95.88
Close 97.21 96.48 -0.73 -0.8% 96.84
Range 1.12 1.18 0.06 5.4% 1.87
ATR 1.34 1.34 0.00 -0.2% 0.00
Volume 114,249 111,761 -2,488 -2.2% 523,290
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.03 99.43 97.13
R3 98.85 98.25 96.80
R2 97.67 97.67 96.70
R1 97.07 97.07 96.59 96.78
PP 96.49 96.49 96.49 96.34
S1 95.89 95.89 96.37 95.60
S2 95.31 95.31 96.26
S3 94.13 94.71 96.16
S4 92.95 93.53 95.83
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% 1.21 1.3% 32% False False 117,276
10 100.30 95.88 4.42 4.6% 1.37 1.4% 14% False False 106,420
20 102.20 95.88 6.32 6.6% 1.36 1.4% 9% False False 93,944
40 105.55 95.88 9.67 10.0% 1.29 1.3% 6% False False 66,839
60 105.55 95.88 9.67 10.0% 1.18 1.2% 6% False False 52,457
80 105.55 95.59 9.96 10.3% 1.12 1.2% 9% False False 42,819
100 105.55 94.08 11.47 11.9% 1.08 1.1% 21% False False 35,859
120 105.55 93.72 11.83 12.3% 1.05 1.1% 23% False False 30,951
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 True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.10
2.618 100.17
1.618 98.99
1.000 98.26
0.618 97.81
HIGH 97.08
0.618 96.63
0.500 96.49
0.382 96.35
LOW 95.90
0.618 95.17
1.000 94.72
1.618 93.99
2.618 92.81
4.250 90.89
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 96.49 96.83
PP 96.49 96.71
S1 96.48 96.60

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

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