NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 89.77 90.45 0.68 0.8% 93.35
High 90.74 90.57 -0.17 -0.2% 94.90
Low 88.76 88.38 -0.38 -0.4% 88.18
Close 90.34 88.85 -1.49 -1.6% 89.74
Range 1.98 2.19 0.21 10.6% 6.72
ATR 2.03 2.05 0.01 0.5% 0.00
Volume 276,614 300,113 23,499 8.5% 1,872,092
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 95.84 94.53 90.05
R3 93.65 92.34 89.45
R2 91.46 91.46 89.25
R1 90.15 90.15 89.05 89.71
PP 89.27 89.27 89.27 89.05
S1 87.96 87.96 88.65 87.52
S2 87.08 87.08 88.45
S3 84.89 85.77 88.25
S4 82.70 83.58 87.65
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 111.10 107.14 93.44
R3 104.38 100.42 91.59
R2 97.66 97.66 90.97
R1 93.70 93.70 90.36 92.32
PP 90.94 90.94 90.94 90.25
S1 86.98 86.98 89.12 85.60
S2 84.22 84.22 88.51
S3 77.50 80.26 87.89
S4 70.78 73.54 86.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.96 88.18 4.78 5.4% 2.49 2.8% 14% False False 351,664
10 94.90 88.18 6.72 7.6% 2.37 2.7% 10% False False 323,919
20 94.90 88.18 6.72 7.6% 2.10 2.4% 10% False False 249,314
40 96.59 88.18 8.41 9.5% 1.81 2.0% 8% False False 158,650
60 101.22 88.18 13.04 14.7% 1.64 1.9% 5% False False 119,687
80 104.44 88.18 16.26 18.3% 1.50 1.7% 4% False False 95,632
100 104.44 88.18 16.26 18.3% 1.38 1.6% 4% False False 79,276
120 104.44 88.18 16.26 18.3% 1.29 1.4% 4% False False 67,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 96.30
1.618 94.11
1.000 92.76
0.618 91.92
HIGH 90.57
0.618 89.73
0.500 89.48
0.382 89.22
LOW 88.38
0.618 87.03
1.000 86.19
1.618 84.84
2.618 82.65
4.250 79.07
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 89.48 90.09
PP 89.27 89.67
S1 89.06 89.26

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

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