NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 93.75 94.56 0.81 0.9% 93.34
High 94.71 96.00 1.29 1.4% 96.00
Low 93.45 94.48 1.03 1.1% 93.05
Close 94.55 95.96 1.41 1.5% 95.96
Range 1.26 1.52 0.26 20.6% 2.95
ATR 1.34 1.35 0.01 1.0% 0.00
Volume 262,292 234,972 -27,320 -10.4% 985,872
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.04 99.52 96.80
R3 98.52 98.00 96.38
R2 97.00 97.00 96.24
R1 96.48 96.48 96.10 96.74
PP 95.48 95.48 95.48 95.61
S1 94.96 94.96 95.82 95.22
S2 93.96 93.96 95.68
S3 92.44 93.44 95.54
S4 90.92 91.92 95.12
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 103.85 102.86 97.58
R3 100.90 99.91 96.77
R2 97.95 97.95 96.50
R1 96.96 96.96 96.23 97.46
PP 95.00 95.00 95.00 95.25
S1 94.01 94.01 95.69 94.51
S2 92.05 92.05 95.42
S3 89.10 91.06 95.15
S4 86.15 88.11 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.00 93.05 2.95 3.1% 1.11 1.2% 99% True False 197,174
10 96.00 92.50 3.50 3.6% 1.30 1.3% 99% True False 206,617
20 97.75 92.50 5.25 5.5% 1.34 1.4% 66% False False 167,924
40 102.84 92.50 10.34 10.8% 1.39 1.4% 33% False False 120,334
60 105.55 92.50 13.05 13.6% 1.29 1.3% 27% False False 91,938
80 105.55 92.50 13.05 13.6% 1.19 1.2% 27% False False 73,519
100 105.55 92.50 13.05 13.6% 1.13 1.2% 27% False False 61,021
120 105.55 92.50 13.05 13.6% 1.10 1.1% 27% False False 52,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.46
2.618 99.98
1.618 98.46
1.000 97.52
0.618 96.94
HIGH 96.00
0.618 95.42
0.500 95.24
0.382 95.06
LOW 94.48
0.618 93.54
1.000 92.96
1.618 92.02
2.618 90.50
4.250 88.02
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 95.72 95.53
PP 95.48 95.11
S1 95.24 94.68

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

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