NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 87.73 84.39 -3.34 -3.8% 89.77
High 87.95 86.29 -1.66 -1.9% 90.74
Low 84.06 83.59 -0.47 -0.6% 83.59
Close 85.77 85.82 0.05 0.1% 85.82
Range 3.89 2.70 -1.19 -30.6% 7.15
ATR 2.18 2.21 0.04 1.7% 0.00
Volume 345,020 396,528 51,508 14.9% 1,692,027
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 93.33 92.28 87.31
R3 90.63 89.58 86.56
R2 87.93 87.93 86.32
R1 86.88 86.88 86.07 87.41
PP 85.23 85.23 85.23 85.50
S1 84.18 84.18 85.57 84.71
S2 82.53 82.53 85.33
S3 79.83 81.48 85.08
S4 77.13 78.78 84.34
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 108.17 104.14 89.75
R3 101.02 96.99 87.79
R2 93.87 93.87 87.13
R1 89.84 89.84 86.48 88.28
PP 86.72 86.72 86.72 85.94
S1 82.69 82.69 85.16 81.13
S2 79.57 79.57 84.51
S3 72.42 75.54 83.85
S4 65.27 68.39 81.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.74 83.59 7.15 8.3% 2.51 2.9% 31% False True 338,405
10 94.90 83.59 11.31 13.2% 2.68 3.1% 20% False True 356,411
20 94.90 83.59 11.31 13.2% 2.21 2.6% 20% False True 283,093
40 95.07 83.59 11.48 13.4% 1.90 2.2% 19% False True 182,877
60 101.22 83.59 17.63 20.5% 1.71 2.0% 13% False True 136,641
80 104.44 83.59 20.85 24.3% 1.57 1.8% 11% False True 108,672
100 104.44 83.59 20.85 24.3% 1.44 1.7% 11% False True 90,131
120 104.44 83.59 20.85 24.3% 1.33 1.6% 11% False True 76,523
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 93.36
1.618 90.66
1.000 88.99
0.618 87.96
HIGH 86.29
0.618 85.26
0.500 84.94
0.382 84.62
LOW 83.59
0.618 81.92
1.000 80.89
1.618 79.22
2.618 76.52
4.250 72.12
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 85.53 86.11
PP 85.23 86.01
S1 84.94 85.92

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

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