NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 94.34 91.36 -2.98 -3.2% 91.69
High 94.90 92.96 -1.94 -2.0% 93.86
Low 90.86 90.47 -0.39 -0.4% 90.41
Close 91.16 90.73 -0.43 -0.5% 93.54
Range 4.04 2.49 -1.55 -38.4% 3.45
ATR 1.86 1.90 0.05 2.4% 0.00
Volume 429,251 389,246 -40,005 -9.3% 1,267,378
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 98.86 97.28 92.10
R3 96.37 94.79 91.41
R2 93.88 93.88 91.19
R1 92.30 92.30 90.96 91.85
PP 91.39 91.39 91.39 91.16
S1 89.81 89.81 90.50 89.36
S2 88.90 88.90 90.27
S3 86.41 87.32 90.05
S4 83.92 84.83 89.36
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.95 101.70 95.44
R3 99.50 98.25 94.49
R2 96.05 96.05 94.17
R1 94.80 94.80 93.86 95.43
PP 92.60 92.60 92.60 92.92
S1 91.35 91.35 93.22 91.98
S2 89.15 89.15 92.91
S3 85.70 87.90 92.59
S4 82.25 84.45 91.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.90 90.47 4.43 4.9% 2.31 2.5% 6% False True 317,497
10 94.90 90.41 4.49 4.9% 1.96 2.2% 7% False False 276,569
20 94.90 89.56 5.34 5.9% 1.92 2.1% 22% False False 198,708
40 97.35 89.56 7.79 8.6% 1.68 1.9% 15% False False 129,167
60 101.27 89.56 11.71 12.9% 1.58 1.7% 10% False False 98,946
80 104.44 89.56 14.88 16.4% 1.43 1.6% 8% False False 79,808
100 104.44 89.56 14.88 16.4% 1.31 1.4% 8% False False 65,960
120 104.44 89.56 14.88 16.4% 1.23 1.4% 8% False False 56,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.54
2.618 99.48
1.618 96.99
1.000 95.45
0.618 94.50
HIGH 92.96
0.618 92.01
0.500 91.72
0.382 91.42
LOW 90.47
0.618 88.93
1.000 87.98
1.618 86.44
2.618 83.95
4.250 79.89
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 91.72 92.69
PP 91.39 92.03
S1 91.06 91.38

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

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