NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 92.84 93.35 0.51 0.5% 94.46
High 93.86 93.54 -0.32 -0.3% 94.46
Low 91.96 92.48 0.52 0.6% 91.96
Close 93.38 93.17 -0.21 -0.2% 93.17
Range 1.90 1.06 -0.84 -44.2% 2.50
ATR 1.41 1.38 -0.02 -1.8% 0.00
Volume 56,941 64,060 7,119 12.5% 317,478
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.24 95.77 93.75
R3 95.18 94.71 93.46
R2 94.12 94.12 93.36
R1 93.65 93.65 93.27 93.36
PP 93.06 93.06 93.06 92.92
S1 92.59 92.59 93.07 92.30
S2 92.00 92.00 92.98
S3 90.94 91.53 92.88
S4 89.88 90.47 92.59
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.70 99.43 94.55
R3 98.20 96.93 93.86
R2 95.70 95.70 93.63
R1 94.43 94.43 93.40 93.82
PP 93.20 93.20 93.20 92.89
S1 91.93 91.93 92.94 91.32
S2 90.70 90.70 92.71
S3 88.20 89.43 92.48
S4 85.70 86.93 91.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.46 91.96 2.50 2.7% 1.39 1.5% 48% False False 63,495
10 97.17 91.96 5.21 5.6% 1.43 1.5% 23% False False 57,599
20 100.08 91.96 8.12 8.7% 1.37 1.5% 15% False False 49,344
40 103.57 91.96 11.61 12.5% 1.29 1.4% 10% False False 40,719
60 104.44 91.96 12.48 13.4% 1.19 1.3% 10% False False 33,619
80 104.44 91.96 12.48 13.4% 1.10 1.2% 10% False False 27,577
100 104.44 91.96 12.48 13.4% 1.04 1.1% 10% False False 23,384
120 104.44 91.96 12.48 13.4% 0.98 1.0% 10% False False 20,310
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.05
2.618 96.32
1.618 95.26
1.000 94.60
0.618 94.20
HIGH 93.54
0.618 93.14
0.500 93.01
0.382 92.88
LOW 92.48
0.618 91.82
1.000 91.42
1.618 90.76
2.618 89.70
4.250 87.98
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 93.12 93.08
PP 93.06 93.00
S1 93.01 92.91

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

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