NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 80.59 78.22 -2.37 -2.9% 81.27
High 80.98 78.41 -2.57 -3.2% 82.88
Low 78.08 75.84 -2.24 -2.9% 79.44
Close 78.78 77.19 -1.59 -2.0% 80.54
Range 2.90 2.57 -0.33 -11.4% 3.44
ATR 2.15 2.21 0.06 2.6% 0.00
Volume 386,045 432,757 46,712 12.1% 1,359,410
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.86 83.59 78.60
R3 82.29 81.02 77.90
R2 79.72 79.72 77.66
R1 78.45 78.45 77.43 77.80
PP 77.15 77.15 77.15 76.82
S1 75.88 75.88 76.95 75.23
S2 74.58 74.58 76.72
S3 72.01 73.31 76.48
S4 69.44 70.74 75.78
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.27 89.35 82.43
R3 87.83 85.91 81.49
R2 84.39 84.39 81.17
R1 82.47 82.47 80.86 81.71
PP 80.95 80.95 80.95 80.58
S1 79.03 79.03 80.22 78.27
S2 77.51 77.51 79.91
S3 74.07 75.59 79.59
S4 70.63 72.15 78.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.88 75.84 7.04 9.1% 2.00 2.6% 19% False True 333,363
10 83.15 75.84 7.31 9.5% 2.00 2.6% 18% False True 315,777
20 87.78 75.84 11.94 15.5% 2.36 3.1% 11% False True 270,715
40 93.82 75.84 17.98 23.3% 2.18 2.8% 8% False True 189,812
60 96.15 75.84 20.31 26.3% 1.93 2.5% 7% False True 148,144
80 100.35 75.84 24.51 31.8% 1.77 2.3% 6% False True 127,859
100 103.66 75.84 27.82 36.0% 1.63 2.1% 5% False True 113,995
120 103.66 75.84 27.82 36.0% 1.52 2.0% 5% False True 102,797
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.33
2.618 85.14
1.618 82.57
1.000 80.98
0.618 80.00
HIGH 78.41
0.618 77.43
0.500 77.13
0.382 76.82
LOW 75.84
0.618 74.25
1.000 73.27
1.618 71.68
2.618 69.11
4.250 64.92
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 77.17 78.56
PP 77.15 78.10
S1 77.13 77.65

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

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