NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 88.66 89.45 0.79 0.9% 92.51
High 89.72 89.53 -0.19 -0.2% 93.82
Low 87.79 87.53 -0.26 -0.3% 87.22
Close 89.34 87.98 -1.36 -1.5% 88.67
Range 1.93 2.00 0.07 3.6% 6.60
ATR 1.94 1.94 0.00 0.2% 0.00
Volume 133,033 105,377 -27,656 -20.8% 731,871
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.35 93.16 89.08
R3 92.35 91.16 88.53
R2 90.35 90.35 88.35
R1 89.16 89.16 88.16 88.76
PP 88.35 88.35 88.35 88.14
S1 87.16 87.16 87.80 86.76
S2 86.35 86.35 87.61
S3 84.35 85.16 87.43
S4 82.35 83.16 86.88
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 91.95 87.22 4.73 5.4% 2.37 2.7% 16% False False 150,606
10 93.82 87.22 6.60 7.5% 2.24 2.5% 12% False False 128,810
20 93.82 87.22 6.60 7.5% 2.00 2.3% 12% False False 108,910
40 96.15 87.22 8.93 10.2% 1.72 2.0% 9% False False 86,858
60 100.35 87.22 13.13 14.9% 1.57 1.8% 6% False False 80,240
80 103.66 87.22 16.44 18.7% 1.45 1.6% 5% False False 74,815
100 103.66 87.22 16.44 18.7% 1.35 1.5% 5% False False 69,213
120 103.66 87.22 16.44 18.7% 1.29 1.5% 5% False False 64,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.03
2.618 94.77
1.618 92.77
1.000 91.53
0.618 90.77
HIGH 89.53
0.618 88.77
0.500 88.53
0.382 88.29
LOW 87.53
0.618 86.29
1.000 85.53
1.618 84.29
2.618 82.29
4.250 79.03
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 88.53 89.05
PP 88.35 88.69
S1 88.16 88.34

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

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