NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 83.64 84.74 1.10 1.3% 88.66
High 85.56 85.13 -0.43 -0.5% 89.72
Low 82.80 83.40 0.60 0.7% 82.80
Close 85.11 84.98 -0.13 -0.2% 85.11
Range 2.76 1.73 -1.03 -37.3% 6.92
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 172,833 130,023 -42,810 -24.8% 758,972
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.69 89.07 85.93
R3 87.96 87.34 85.46
R2 86.23 86.23 85.30
R1 85.61 85.61 85.14 85.92
PP 84.50 84.50 84.50 84.66
S1 83.88 83.88 84.82 84.19
S2 82.77 82.77 84.66
S3 81.04 82.15 84.50
S4 79.31 80.42 84.03
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 89.53 82.80 6.73 7.9% 2.42 2.9% 32% False False 151,192
10 93.82 82.80 11.02 13.0% 2.58 3.0% 20% False False 151,778
20 93.82 82.80 11.02 13.0% 2.09 2.5% 20% False False 120,563
40 94.42 82.80 11.62 13.7% 1.82 2.1% 19% False False 97,162
60 100.35 82.80 17.55 20.7% 1.65 1.9% 12% False False 85,137
80 103.66 82.80 20.86 24.5% 1.54 1.8% 10% False False 79,526
100 103.66 82.80 20.86 24.5% 1.42 1.7% 10% False False 74,050
120 103.66 82.80 20.86 24.5% 1.34 1.6% 10% False False 68,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 92.48
2.618 89.66
1.618 87.93
1.000 86.86
0.618 86.20
HIGH 85.13
0.618 84.47
0.500 84.27
0.382 84.06
LOW 83.40
0.618 82.33
1.000 81.67
1.618 80.60
2.618 78.87
4.250 76.05
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 84.74 84.99
PP 84.50 84.98
S1 84.27 84.98

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

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