NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 89.81 90.05 0.24 0.3% 92.51
High 90.31 90.56 0.25 0.3% 93.82
Low 87.22 88.21 0.99 1.1% 87.22
Close 89.88 88.67 -1.21 -1.3% 88.67
Range 3.09 2.35 -0.74 -23.9% 6.60
ATR 1.90 1.94 0.03 1.7% 0.00
Volume 149,530 196,517 46,987 31.4% 731,871
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.20 94.78 89.96
R3 93.85 92.43 89.32
R2 91.50 91.50 89.10
R1 90.08 90.08 88.89 89.62
PP 89.15 89.15 89.15 88.91
S1 87.73 87.73 88.45 87.27
S2 86.80 86.80 88.24
S3 84.45 85.38 88.02
S4 82.10 83.03 87.38
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 109.70 105.79 92.30
R3 103.10 99.19 90.49
R2 96.50 96.50 89.88
R1 92.59 92.59 89.28 91.25
PP 89.90 89.90 89.90 89.23
S1 85.99 85.99 88.07 84.65
S2 83.30 83.30 87.46
S3 76.70 79.39 86.86
S4 70.10 72.79 85.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.82 87.22 6.60 7.4% 2.69 3.0% 22% False False 146,374
10 93.82 87.22 6.60 7.4% 2.13 2.4% 22% False False 119,550
20 93.82 87.22 6.60 7.4% 1.96 2.2% 22% False False 104,176
40 96.98 87.22 9.76 11.0% 1.69 1.9% 15% False False 84,027
60 100.35 87.22 13.13 14.8% 1.56 1.8% 11% False False 78,662
80 103.66 87.22 16.44 18.5% 1.45 1.6% 9% False False 73,688
100 103.66 87.22 16.44 18.5% 1.32 1.5% 9% False False 67,789
120 103.66 87.22 16.44 18.5% 1.27 1.4% 9% False False 63,107
Crabel Price Patterns
NR True
NR4 True
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 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.55
2.618 96.71
1.618 94.36
1.000 92.91
0.618 92.01
HIGH 90.56
0.618 89.66
0.500 89.39
0.382 89.11
LOW 88.21
0.618 86.76
1.000 85.86
1.618 84.41
2.618 82.06
4.250 78.22
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 89.39 89.59
PP 89.15 89.28
S1 88.91 88.98

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

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