NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 86.95 83.64 -3.31 -3.8% 88.66
High 87.17 85.56 -1.61 -1.8% 89.72
Low 83.32 82.80 -0.52 -0.6% 82.80
Close 85.05 85.11 0.06 0.1% 85.11
Range 3.85 2.76 -1.09 -28.3% 6.92
ATR 2.08 2.13 0.05 2.3% 0.00
Volume 164,887 172,833 7,946 4.8% 758,972
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.77 91.70 86.63
R3 90.01 88.94 85.87
R2 87.25 87.25 85.62
R1 86.18 86.18 85.36 86.72
PP 84.49 84.49 84.49 84.76
S1 83.42 83.42 84.86 83.96
S2 81.73 81.73 84.60
S3 78.97 80.66 84.35
S4 76.21 77.90 83.59
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 106.64 102.79 88.92
R3 99.72 95.87 87.01
R2 92.80 92.80 86.38
R1 88.95 88.95 85.74 87.42
PP 85.88 85.88 85.88 85.11
S1 82.03 82.03 84.48 80.50
S2 78.96 78.96 83.84
S3 72.04 75.11 83.21
S4 65.12 68.19 81.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.72 82.80 6.92 8.1% 2.46 2.9% 33% False True 151,794
10 93.82 82.80 11.02 12.9% 2.58 3.0% 21% False True 149,084
20 93.82 82.80 11.02 12.9% 2.11 2.5% 21% False True 118,434
40 94.43 82.80 11.63 13.7% 1.81 2.1% 20% False True 95,913
60 100.35 82.80 17.55 20.6% 1.64 1.9% 13% False True 85,356
80 103.66 82.80 20.86 24.5% 1.53 1.8% 11% False True 78,887
100 103.66 82.80 20.86 24.5% 1.41 1.7% 11% False True 73,234
120 103.66 82.80 20.86 24.5% 1.34 1.6% 11% False True 67,810
Crabel Price Patterns
NR True
NR4 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.29
2.618 92.79
1.618 90.03
1.000 88.32
0.618 87.27
HIGH 85.56
0.618 84.51
0.500 84.18
0.382 83.85
LOW 82.80
0.618 81.09
1.000 80.04
1.618 78.33
2.618 75.57
4.250 71.07
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 84.80 85.29
PP 84.49 85.23
S1 84.18 85.17

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

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