NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 80.37 82.40 2.03 2.5% 84.74
High 84.06 83.74 -0.32 -0.4% 85.13
Low 79.10 81.75 2.65 3.4% 79.10
Close 81.95 82.06 0.11 0.1% 82.06
Range 4.96 1.99 -2.97 -59.9% 6.03
ATR 2.46 2.42 -0.03 -1.4% 0.00
Volume 259,581 217,690 -41,891 -16.1% 1,137,407
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.49 87.26 83.15
R3 86.50 85.27 82.61
R2 84.51 84.51 82.42
R1 83.28 83.28 82.24 82.90
PP 82.52 82.52 82.52 82.33
S1 81.29 81.29 81.88 80.91
S2 80.53 80.53 81.70
S3 78.54 79.30 81.51
S4 76.55 77.31 80.97
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 100.19 97.15 85.38
R3 94.16 91.12 83.72
R2 88.13 88.13 83.17
R1 85.09 85.09 82.61 83.60
PP 82.10 82.10 82.10 81.35
S1 79.06 79.06 81.51 77.57
S2 76.07 76.07 80.95
S3 70.04 73.03 80.40
S4 64.01 67.00 78.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.13 79.10 6.03 7.3% 3.03 3.7% 49% False False 227,481
10 89.72 79.10 10.62 12.9% 2.75 3.3% 28% False False 189,637
20 93.82 79.10 14.72 17.9% 2.44 3.0% 20% False False 154,594
40 94.42 79.10 15.32 18.7% 2.02 2.5% 19% False False 116,093
60 99.51 79.10 20.41 24.9% 1.79 2.2% 15% False False 97,770
80 103.07 79.10 23.97 29.2% 1.64 2.0% 12% False False 89,427
100 103.66 79.10 24.56 29.9% 1.52 1.9% 12% False False 82,403
120 103.66 79.10 24.56 29.9% 1.42 1.7% 12% False False 75,449
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 92.20
2.618 88.95
1.618 86.96
1.000 85.73
0.618 84.97
HIGH 83.74
0.618 82.98
0.500 82.75
0.382 82.51
LOW 81.75
0.618 80.52
1.000 79.76
1.618 78.53
2.618 76.54
4.250 73.29
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 82.75 81.90
PP 82.52 81.74
S1 82.29 81.58

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

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