NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 77.18 77.50 0.32 0.4% 80.59
High 78.04 78.08 0.04 0.1% 80.98
Low 76.42 76.63 0.21 0.3% 75.84
Close 77.94 77.18 -0.76 -1.0% 78.65
Range 1.62 1.45 -0.17 -10.5% 5.14
ATR 2.19 2.14 -0.05 -2.4% 0.00
Volume 314,309 359,951 45,642 14.5% 1,865,467
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.65 80.86 77.98
R3 80.20 79.41 77.58
R2 78.75 78.75 77.45
R1 77.96 77.96 77.31 77.63
PP 77.30 77.30 77.30 77.13
S1 76.51 76.51 77.05 76.18
S2 75.85 75.85 76.91
S3 74.40 75.06 76.78
S4 72.95 73.61 76.38
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% 1.90 2.5% 23% False False 318,545
10 82.09 75.84 6.25 8.1% 2.09 2.7% 21% False False 342,347
20 84.06 75.84 8.22 10.7% 2.15 2.8% 16% False False 313,701
40 93.82 75.84 17.98 23.3% 2.18 2.8% 7% False False 226,329
60 94.42 75.84 18.58 24.1% 1.99 2.6% 7% False False 176,230
80 100.08 75.84 24.24 31.4% 1.82 2.4% 6% False False 147,362
100 103.66 75.84 27.82 36.0% 1.70 2.2% 5% False False 130,304
120 103.66 75.84 27.82 36.0% 1.58 2.1% 5% False False 117,502
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 84.24
2.618 81.88
1.618 80.43
1.000 79.53
0.618 78.98
HIGH 78.08
0.618 77.53
0.500 77.36
0.382 77.18
LOW 76.63
0.618 75.73
1.000 75.18
1.618 74.28
2.618 72.83
4.250 70.47
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 77.36 78.09
PP 77.30 77.78
S1 77.24 77.48

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

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