NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 84.39 85.20 0.81 1.0% 89.77
High 86.29 85.87 -0.42 -0.5% 90.74
Low 83.59 84.07 0.48 0.6% 83.59
Close 85.82 85.74 -0.08 -0.1% 85.82
Range 2.70 1.80 -0.90 -33.3% 7.15
ATR 2.21 2.18 -0.03 -1.3% 0.00
Volume 396,528 292,345 -104,183 -26.3% 1,692,027
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.63 89.98 86.73
R3 88.83 88.18 86.24
R2 87.03 87.03 86.07
R1 86.38 86.38 85.91 86.71
PP 85.23 85.23 85.23 85.39
S1 84.58 84.58 85.58 84.91
S2 83.43 83.43 85.41
S3 81.63 82.78 85.25
S4 79.83 80.98 84.75
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 90.57 83.59 6.98 8.1% 2.48 2.9% 31% False False 341,551
10 94.90 83.59 11.31 13.2% 2.67 3.1% 19% False False 359,521
20 94.90 83.59 11.31 13.2% 2.18 2.5% 19% False False 292,469
40 95.07 83.59 11.48 13.4% 1.91 2.2% 19% False False 188,461
60 101.22 83.59 17.63 20.6% 1.72 2.0% 12% False False 140,238
80 104.44 83.59 20.85 24.3% 1.58 1.8% 10% False False 111,949
100 104.44 83.59 20.85 24.3% 1.45 1.7% 10% False False 92,917
120 104.44 83.59 20.85 24.3% 1.35 1.6% 10% False False 78,879
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.52
2.618 90.58
1.618 88.78
1.000 87.67
0.618 86.98
HIGH 85.87
0.618 85.18
0.500 84.97
0.382 84.76
LOW 84.07
0.618 82.96
1.000 82.27
1.618 81.16
2.618 79.36
4.250 76.42
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 85.48 85.77
PP 85.23 85.76
S1 84.97 85.75

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

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