NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 80.64 81.55 0.91 1.1% 82.39
High 81.66 82.88 1.22 1.5% 83.23
Low 80.36 81.44 1.08 1.3% 80.05
Close 81.42 82.20 0.78 1.0% 81.01
Range 1.30 1.44 0.14 10.8% 3.18
ATR 2.22 2.17 -0.05 -2.5% 0.00
Volume 226,066 283,762 57,696 25.5% 1,578,131
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.49 85.79 82.99
R3 85.05 84.35 82.60
R2 83.61 83.61 82.46
R1 82.91 82.91 82.33 83.26
PP 82.17 82.17 82.17 82.35
S1 81.47 81.47 82.07 81.82
S2 80.73 80.73 81.94
S3 79.29 80.03 81.80
S4 77.85 78.59 81.41
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 82.88 79.44 3.44 4.2% 1.70 2.1% 80% True False 284,500
10 84.06 79.10 4.96 6.0% 2.20 2.7% 63% False False 285,055
20 90.56 79.10 11.46 13.9% 2.40 2.9% 27% False False 230,785
40 94.10 79.10 15.00 18.2% 2.11 2.6% 21% False False 162,633
60 96.98 79.10 17.88 21.8% 1.87 2.3% 17% False False 129,375
80 100.54 79.10 21.44 26.1% 1.74 2.1% 14% False False 113,933
100 103.66 79.10 24.56 29.9% 1.60 1.9% 13% False False 102,962
120 103.66 79.10 24.56 29.9% 1.48 1.8% 13% False False 92,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.00
2.618 86.65
1.618 85.21
1.000 84.32
0.618 83.77
HIGH 82.88
0.618 82.33
0.500 82.16
0.382 81.99
LOW 81.44
0.618 80.55
1.000 80.00
1.618 79.11
2.618 77.67
4.250 75.32
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 82.19 81.85
PP 82.17 81.51
S1 82.16 81.16

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

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