NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 95.51 93.20 -2.31 -2.4% 95.82
High 95.80 94.43 -1.37 -1.4% 96.73
Low 93.09 93.13 0.04 0.0% 93.09
Close 93.29 94.39 1.10 1.2% 94.39
Range 2.71 1.30 -1.41 -52.0% 3.64
ATR 1.34 1.33 0.00 -0.2% 0.00
Volume 60,838 80,085 19,247 31.6% 286,877
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.88 97.44 95.11
R3 96.58 96.14 94.75
R2 95.28 95.28 94.63
R1 94.84 94.84 94.51 95.06
PP 93.98 93.98 93.98 94.10
S1 93.54 93.54 94.27 93.76
S2 92.68 92.68 94.15
S3 91.38 92.24 94.03
S4 90.08 90.94 93.68
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 105.66 103.66 96.39
R3 102.02 100.02 95.39
R2 98.38 98.38 95.06
R1 96.38 96.38 94.72 95.56
PP 94.74 94.74 94.74 94.33
S1 92.74 92.74 94.06 91.92
S2 91.10 91.10 93.72
S3 87.46 89.10 93.39
S4 83.82 85.46 92.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.73 93.09 3.64 3.9% 1.43 1.5% 36% False False 57,375
10 96.98 93.09 3.89 4.1% 1.29 1.4% 33% False False 60,987
20 100.35 93.09 7.26 7.7% 1.30 1.4% 18% False False 61,088
40 103.66 93.09 10.57 11.2% 1.25 1.3% 12% False False 61,890
60 103.66 93.09 10.57 11.2% 1.14 1.2% 12% False False 58,642
80 103.66 93.09 10.57 11.2% 1.10 1.2% 12% False False 54,159
100 103.66 93.05 10.61 11.2% 1.08 1.1% 13% False False 50,984
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.96
2.618 97.83
1.618 96.53
1.000 95.73
0.618 95.23
HIGH 94.43
0.618 93.93
0.500 93.78
0.382 93.63
LOW 93.13
0.618 92.33
1.000 91.83
1.618 91.03
2.618 89.73
4.250 87.61
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 94.19 94.56
PP 93.98 94.50
S1 93.78 94.45

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

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