NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 87.85 88.81 0.96 1.1% 91.86
High 89.01 88.81 -0.20 -0.2% 93.07
Low 87.10 87.05 -0.05 -0.1% 86.57
Close 88.65 87.44 -1.21 -1.4% 87.87
Range 1.91 1.76 -0.15 -7.9% 6.50
ATR 1.80 1.80 0.00 -0.2% 0.00
Volume 55,929 38,214 -17,715 -31.7% 271,283
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 93.05 92.00 88.41
R3 91.29 90.24 87.92
R2 89.53 89.53 87.76
R1 88.48 88.48 87.60 88.13
PP 87.77 87.77 87.77 87.59
S1 86.72 86.72 87.28 86.37
S2 86.01 86.01 87.12
S3 84.25 84.96 86.96
S4 82.49 83.20 86.47
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 91.28 86.57 4.71 5.4% 2.25 2.6% 18% False False 58,345
10 93.07 86.57 6.50 7.4% 2.09 2.4% 13% False False 48,817
20 93.07 86.57 6.50 7.4% 1.86 2.1% 13% False False 38,734
40 95.72 86.57 9.15 10.5% 1.58 1.8% 10% False False 29,377
60 99.36 86.57 12.79 14.6% 1.42 1.6% 7% False False 24,887
80 102.53 86.57 15.96 18.3% 1.30 1.5% 5% False False 20,701
100 102.53 86.57 15.96 18.3% 1.18 1.4% 5% False False 17,858
120 102.53 86.57 15.96 18.3% 1.10 1.3% 5% False False 15,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.29
2.618 93.42
1.618 91.66
1.000 90.57
0.618 89.90
HIGH 88.81
0.618 88.14
0.500 87.93
0.382 87.72
LOW 87.05
0.618 85.96
1.000 85.29
1.618 84.20
2.618 82.44
4.250 79.57
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 87.93 88.37
PP 87.77 88.06
S1 87.60 87.75

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

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