NYMEX Light Sweet Crude Oil Future October 2014


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 95.81 93.28 -2.53 -2.6% 93.34
High 95.91 95.83 -0.08 -0.1% 96.00
Low 92.68 93.06 0.38 0.4% 93.05
Close 92.88 95.54 2.66 2.9% 95.96
Range 3.23 2.77 -0.46 -14.2% 2.95
ATR 1.49 1.59 0.10 7.0% 0.00
Volume 320,356 294,395 -25,961 -8.1% 985,872
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 103.12 102.10 97.06
R3 100.35 99.33 96.30
R2 97.58 97.58 96.05
R1 96.56 96.56 95.79 97.07
PP 94.81 94.81 94.81 95.07
S1 93.79 93.79 95.29 94.30
S2 92.04 92.04 95.03
S3 89.27 91.02 94.78
S4 86.50 88.25 94.02
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 92.68 3.32 3.5% 1.93 2.0% 86% False False 257,384
10 96.00 92.50 3.50 3.7% 1.55 1.6% 87% False False 222,557
20 97.75 92.50 5.25 5.5% 1.52 1.6% 58% False False 190,516
40 102.20 92.50 9.70 10.2% 1.49 1.6% 31% False False 134,149
60 105.55 92.50 13.05 13.7% 1.36 1.4% 23% False False 101,558
80 105.55 92.50 13.05 13.7% 1.24 1.3% 23% False False 80,779
100 105.55 92.50 13.05 13.7% 1.18 1.2% 23% False False 66,935
120 105.55 92.50 13.05 13.7% 1.14 1.2% 23% False False 57,021
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.60
2.618 103.08
1.618 100.31
1.000 98.60
0.618 97.54
HIGH 95.83
0.618 94.77
0.500 94.45
0.382 94.12
LOW 93.06
0.618 91.35
1.000 90.29
1.618 88.58
2.618 85.81
4.250 81.29
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 95.18 95.14
PP 94.81 94.74
S1 94.45 94.34

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

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