NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 84.74 84.12 -0.62 -0.7% 88.66
High 85.13 84.78 -0.35 -0.4% 89.72
Low 83.40 80.68 -2.72 -3.3% 82.80
Close 84.98 81.20 -3.78 -4.4% 85.11
Range 1.73 4.10 2.37 137.0% 6.92
ATR 2.10 2.26 0.16 7.5% 0.00
Volume 130,023 268,985 138,962 106.9% 758,972
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.52 91.96 83.46
R3 90.42 87.86 82.33
R2 86.32 86.32 81.95
R1 83.76 83.76 81.58 82.99
PP 82.22 82.22 82.22 81.84
S1 79.66 79.66 80.82 78.89
S2 78.12 78.12 80.45
S3 74.02 75.56 80.07
S4 69.92 71.46 78.95
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 87.78 80.68 7.10 8.7% 2.84 3.5% 7% False True 183,914
10 91.95 80.68 11.27 13.9% 2.61 3.2% 5% False True 167,260
20 93.82 80.68 13.14 16.2% 2.17 2.7% 4% False True 130,871
40 94.42 80.68 13.74 16.9% 1.88 2.3% 4% False True 102,263
60 100.35 80.68 19.67 24.2% 1.70 2.1% 3% False True 88,488
80 103.66 80.68 22.98 28.3% 1.58 1.9% 2% False True 81,838
100 103.66 80.68 22.98 28.3% 1.45 1.8% 2% False True 75,999
120 103.66 80.68 22.98 28.3% 1.37 1.7% 2% False True 70,327
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 0.53
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 102.21
2.618 95.51
1.618 91.41
1.000 88.88
0.618 87.31
HIGH 84.78
0.618 83.21
0.500 82.73
0.382 82.25
LOW 80.68
0.618 78.15
1.000 76.58
1.618 74.05
2.618 69.95
4.250 63.26
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 82.73 83.12
PP 82.22 82.48
S1 81.71 81.84

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

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