NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 89.08 89.26 0.18 0.2% 91.86
High 89.47 89.69 0.22 0.2% 93.07
Low 86.57 87.45 0.88 1.0% 86.57
Close 89.08 87.87 -1.21 -1.4% 87.87
Range 2.90 2.24 -0.66 -22.8% 6.50
ATR 1.76 1.80 0.03 1.9% 0.00
Volume 51,002 81,120 30,118 59.1% 271,283
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 95.06 93.70 89.10
R3 92.82 91.46 88.49
R2 90.58 90.58 88.28
R1 89.22 89.22 88.08 88.78
PP 88.34 88.34 88.34 88.12
S1 86.98 86.98 87.66 86.54
S2 86.10 86.10 87.46
S3 83.86 84.74 87.25
S4 81.62 82.50 86.64
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 108.67 104.77 91.45
R3 102.17 98.27 89.66
R2 95.67 95.67 89.06
R1 91.77 91.77 88.47 90.47
PP 89.17 89.17 89.17 88.52
S1 85.27 85.27 87.27 83.97
S2 82.67 82.67 86.68
S3 76.17 78.77 86.08
S4 69.67 72.27 84.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.07 86.57 6.50 7.4% 2.54 2.9% 20% False False 54,256
10 93.07 86.57 6.50 7.4% 1.97 2.2% 20% False False 43,919
20 93.07 86.57 6.50 7.4% 1.81 2.1% 20% False False 36,486
40 96.50 86.57 9.93 11.3% 1.54 1.8% 13% False False 27,931
60 99.45 86.57 12.88 14.7% 1.41 1.6% 10% False False 23,667
80 102.53 86.57 15.96 18.2% 1.29 1.5% 8% False False 19,726
100 102.53 86.57 15.96 18.2% 1.15 1.3% 8% False False 17,008
120 102.53 86.57 15.96 18.2% 1.08 1.2% 8% False False 14,742
Crabel Price Patterns
NR True
NR4 True
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 95.55
1.618 93.31
1.000 91.93
0.618 91.07
HIGH 89.69
0.618 88.83
0.500 88.57
0.382 88.31
LOW 87.45
0.618 86.07
1.000 85.21
1.618 83.83
2.618 81.59
4.250 77.93
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 88.57 88.93
PP 88.34 88.57
S1 88.10 88.22

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

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