NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 78.87 77.86 -1.01 -1.3% 80.59
High 78.98 79.40 0.42 0.5% 80.98
Low 77.12 77.47 0.35 0.5% 75.84
Close 77.91 78.65 0.74 0.9% 78.65
Range 1.86 1.93 0.07 3.8% 5.14
ATR 2.23 2.21 -0.02 -1.0% 0.00
Volume 292,897 306,077 13,180 4.5% 1,865,467
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.30 83.40 79.71
R3 82.37 81.47 79.18
R2 80.44 80.44 79.00
R1 79.54 79.54 78.83 79.99
PP 78.51 78.51 78.51 78.73
S1 77.61 77.61 78.47 78.06
S2 76.58 76.58 78.30
S3 74.65 75.68 78.12
S4 72.72 73.75 77.59
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 93.91 91.42 81.48
R3 88.77 86.28 80.06
R2 83.63 83.63 79.59
R1 81.14 81.14 79.12 79.82
PP 78.49 78.49 78.49 77.83
S1 76.00 76.00 78.18 74.68
S2 73.35 73.35 77.71
S3 68.21 70.86 77.24
S4 63.07 65.72 75.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.98 75.84 5.14 6.5% 2.43 3.1% 55% False False 373,093
10 82.88 75.84 7.04 9.0% 1.98 2.5% 40% False False 322,487
20 85.13 75.84 9.29 11.8% 2.27 2.9% 30% False False 297,020
40 93.82 75.84 17.98 22.9% 2.19 2.8% 16% False False 207,727
60 94.43 75.84 18.59 23.6% 1.96 2.5% 15% False False 162,949
80 100.35 75.84 24.51 31.2% 1.80 2.3% 11% False False 138,272
100 103.66 75.84 27.82 35.4% 1.68 2.1% 10% False False 122,513
120 103.66 75.84 27.82 35.4% 1.55 2.0% 10% False False 110,532
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.60
2.618 84.45
1.618 82.52
1.000 81.33
0.618 80.59
HIGH 79.40
0.618 78.66
0.500 78.44
0.382 78.21
LOW 77.47
0.618 76.28
1.000 75.54
1.618 74.35
2.618 72.42
4.250 69.27
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 78.58 78.41
PP 78.51 78.17
S1 78.44 77.93

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

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