NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 88.43 87.73 -0.70 -0.8% 93.35
High 88.63 87.95 -0.68 -0.8% 94.90
Low 86.83 84.06 -2.77 -3.2% 88.18
Close 87.31 85.77 -1.54 -1.8% 89.74
Range 1.80 3.89 2.09 116.1% 6.72
ATR 2.04 2.18 0.13 6.5% 0.00
Volume 373,752 345,020 -28,732 -7.7% 1,872,092
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.60 95.57 87.91
R3 93.71 91.68 86.84
R2 89.82 89.82 86.48
R1 87.79 87.79 86.13 86.86
PP 85.93 85.93 85.93 85.46
S1 83.90 83.90 85.41 82.97
S2 82.04 82.04 85.06
S3 78.15 80.01 84.70
S4 74.26 76.12 83.63
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 91.79 84.06 7.73 9.0% 2.46 2.9% 22% False True 327,658
10 94.90 84.06 10.84 12.6% 2.57 3.0% 16% False True 342,648
20 94.90 84.06 10.84 12.6% 2.15 2.5% 16% False True 269,651
40 96.18 84.06 12.12 14.1% 1.90 2.2% 14% False True 174,328
60 101.22 84.06 17.16 20.0% 1.69 2.0% 10% False True 130,501
80 104.44 84.06 20.38 23.8% 1.55 1.8% 8% False True 104,004
100 104.44 84.06 20.38 23.8% 1.43 1.7% 8% False True 86,265
120 104.44 84.06 20.38 23.8% 1.32 1.5% 8% False True 73,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.48
2.618 98.13
1.618 94.24
1.000 91.84
0.618 90.35
HIGH 87.95
0.618 86.46
0.500 86.01
0.382 85.55
LOW 84.06
0.618 81.66
1.000 80.17
1.618 77.77
2.618 73.88
4.250 67.53
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 86.01 87.32
PP 85.93 86.80
S1 85.85 86.29

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

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