NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 78.50 77.18 -1.32 -1.7% 80.59
High 79.75 78.04 -1.71 -2.1% 80.98
Low 77.13 76.42 -0.71 -0.9% 75.84
Close 77.40 77.94 0.54 0.7% 78.65
Range 2.62 1.62 -1.00 -38.2% 5.14
ATR 2.23 2.19 -0.04 -2.0% 0.00
Volume 319,492 314,309 -5,183 -1.6% 1,865,467
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 82.33 81.75 78.83
R3 80.71 80.13 78.39
R2 79.09 79.09 78.24
R1 78.51 78.51 78.09 78.80
PP 77.47 77.47 77.47 77.61
S1 76.89 76.89 77.79 77.18
S2 75.85 75.85 77.64
S3 74.23 75.27 77.49
S4 72.61 73.65 77.05
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 79.75 76.42 3.33 4.3% 2.18 2.8% 46% False True 336,093
10 82.88 75.84 7.04 9.0% 2.09 2.7% 30% False False 334,728
20 84.06 75.84 8.22 10.5% 2.19 2.8% 26% False False 308,760
40 93.82 75.84 17.98 23.1% 2.18 2.8% 12% False False 219,815
60 94.42 75.84 18.58 23.8% 1.99 2.5% 11% False False 171,095
80 100.35 75.84 24.51 31.4% 1.82 2.3% 9% False False 143,556
100 103.66 75.84 27.82 35.7% 1.70 2.2% 8% False False 127,223
120 103.66 75.84 27.82 35.7% 1.58 2.0% 8% False False 114,793
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.93
2.618 82.28
1.618 80.66
1.000 79.66
0.618 79.04
HIGH 78.04
0.618 77.42
0.500 77.23
0.382 77.04
LOW 76.42
0.618 75.42
1.000 74.80
1.618 73.80
2.618 72.18
4.250 69.54
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 77.70 78.09
PP 77.47 78.04
S1 77.23 77.99

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

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