NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 87.63 86.95 -0.68 -0.8% 92.51
High 87.78 87.17 -0.61 -0.7% 93.82
Low 86.01 83.32 -2.69 -3.1% 87.22
Close 86.59 85.05 -1.54 -1.8% 88.67
Range 1.77 3.85 2.08 117.5% 6.60
ATR 1.94 2.08 0.14 7.0% 0.00
Volume 182,842 164,887 -17,955 -9.8% 731,871
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.73 94.74 87.17
R3 92.88 90.89 86.11
R2 89.03 89.03 85.76
R1 87.04 87.04 85.40 86.11
PP 85.18 85.18 85.18 84.72
S1 83.19 83.19 84.70 82.26
S2 81.33 81.33 84.34
S3 77.48 79.34 83.99
S4 73.63 75.49 82.93
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 90.56 83.32 7.24 8.5% 2.38 2.8% 24% False True 156,531
10 93.82 83.32 10.50 12.3% 2.45 2.9% 16% False True 141,996
20 93.82 83.32 10.50 12.3% 2.05 2.4% 16% False True 117,047
40 95.80 83.32 12.48 14.7% 1.81 2.1% 14% False True 93,113
60 100.35 83.32 17.03 20.0% 1.62 1.9% 10% False True 83,551
80 103.66 83.32 20.34 23.9% 1.50 1.8% 9% False True 77,466
100 103.66 83.32 20.34 23.9% 1.39 1.6% 9% False True 71,914
120 103.66 83.32 20.34 23.9% 1.32 1.6% 9% False True 66,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.53
2.618 97.25
1.618 93.40
1.000 91.02
0.618 89.55
HIGH 87.17
0.618 85.70
0.500 85.25
0.382 84.79
LOW 83.32
0.618 80.94
1.000 79.47
1.618 77.09
2.618 73.24
4.250 66.96
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 85.25 86.43
PP 85.18 85.97
S1 85.12 85.51

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

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