NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 90.05 88.66 -1.39 -1.5% 92.51
High 90.56 89.72 -0.84 -0.9% 93.82
Low 88.21 87.79 -0.42 -0.5% 87.22
Close 88.67 89.34 0.67 0.8% 88.67
Range 2.35 1.93 -0.42 -17.9% 6.60
ATR 1.94 1.94 0.00 0.0% 0.00
Volume 196,517 133,033 -63,484 -32.3% 731,871
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.74 93.97 90.40
R3 92.81 92.04 89.87
R2 90.88 90.88 89.69
R1 90.11 90.11 89.52 90.50
PP 88.95 88.95 88.95 89.14
S1 88.18 88.18 89.16 88.57
S2 87.02 87.02 88.99
S3 85.09 86.25 88.81
S4 83.16 84.32 88.28
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% 2.74 3.1% 32% False False 152,363
10 93.82 87.22 6.60 7.4% 2.17 2.4% 32% False False 125,847
20 93.82 87.22 6.60 7.4% 1.96 2.2% 32% False False 107,465
40 96.73 87.22 9.51 10.6% 1.70 1.9% 22% False False 85,434
60 100.35 87.22 13.13 14.7% 1.56 1.7% 16% False False 79,642
80 103.66 87.22 16.44 18.4% 1.44 1.6% 13% False False 74,775
100 103.66 87.22 16.44 18.4% 1.34 1.5% 13% False False 68,725
120 103.66 87.22 16.44 18.4% 1.28 1.4% 13% False False 63,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.92
2.618 94.77
1.618 92.84
1.000 91.65
0.618 90.91
HIGH 89.72
0.618 88.98
0.500 88.76
0.382 88.53
LOW 87.79
0.618 86.60
1.000 85.86
1.618 84.67
2.618 82.74
4.250 79.59
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 89.15 89.19
PP 88.95 89.04
S1 88.76 88.89

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

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