NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 81.27 80.64 -0.63 -0.8% 82.39
High 81.29 81.66 0.37 0.5% 83.23
Low 79.44 80.36 0.92 1.2% 80.05
Close 81.00 81.42 0.42 0.5% 81.01
Range 1.85 1.30 -0.55 -29.7% 3.18
ATR 2.29 2.22 -0.07 -3.1% 0.00
Volume 285,327 226,066 -59,261 -20.8% 1,578,131
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.05 84.53 82.14
R3 83.75 83.23 81.78
R2 82.45 82.45 81.66
R1 81.93 81.93 81.54 82.19
PP 81.15 81.15 81.15 81.28
S1 80.63 80.63 81.30 80.89
S2 79.85 79.85 81.18
S3 78.55 79.33 81.06
S4 77.25 78.03 80.71
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.97 89.17 82.76
R3 87.79 85.99 81.88
R2 84.61 84.61 81.59
R1 82.81 82.81 81.30 82.12
PP 81.43 81.43 81.43 81.09
S1 79.63 79.63 80.72 78.94
S2 78.25 78.25 80.43
S3 75.07 76.45 80.14
S4 71.89 73.27 79.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.15 79.44 3.71 4.6% 2.00 2.5% 53% False False 298,191
10 84.06 79.10 4.96 6.1% 2.29 2.8% 47% False False 282,792
20 91.95 79.10 12.85 15.8% 2.45 3.0% 18% False False 225,026
40 94.42 79.10 15.32 18.8% 2.14 2.6% 15% False False 157,899
60 96.98 79.10 17.88 22.0% 1.86 2.3% 13% False False 125,395
80 101.15 79.10 22.05 27.1% 1.73 2.1% 11% False False 110,995
100 103.66 79.10 24.56 30.2% 1.60 2.0% 9% False False 100,536
120 103.66 79.10 24.56 30.2% 1.48 1.8% 9% False False 90,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 87.19
2.618 85.06
1.618 83.76
1.000 82.96
0.618 82.46
HIGH 81.66
0.618 81.16
0.500 81.01
0.382 80.86
LOW 80.36
0.618 79.56
1.000 79.06
1.618 78.26
2.618 76.96
4.250 74.84
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 81.28 81.18
PP 81.15 80.94
S1 81.01 80.70

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

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