NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 88.81 87.10 -1.71 -1.9% 91.86
High 88.81 87.23 -1.58 -1.8% 93.07
Low 87.05 85.52 -1.53 -1.8% 86.57
Close 87.44 86.19 -1.25 -1.4% 87.87
Range 1.76 1.71 -0.05 -2.8% 6.50
ATR 1.80 1.81 0.01 0.5% 0.00
Volume 38,214 66,669 28,455 74.5% 271,283
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.44 90.53 87.13
R3 89.73 88.82 86.66
R2 88.02 88.02 86.50
R1 87.11 87.11 86.35 86.71
PP 86.31 86.31 86.31 86.12
S1 85.40 85.40 86.03 85.00
S2 84.60 84.60 85.88
S3 82.89 83.69 85.72
S4 81.18 81.98 85.25
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 89.69 85.52 4.17 4.8% 2.10 2.4% 16% False True 58,586
10 93.07 85.52 7.55 8.8% 2.07 2.4% 9% False True 51,757
20 93.07 85.52 7.55 8.8% 1.86 2.2% 9% False True 40,261
40 95.72 85.52 10.20 11.8% 1.60 1.9% 7% False True 30,706
60 99.36 85.52 13.84 16.1% 1.43 1.7% 5% False True 25,786
80 102.53 85.52 17.01 19.7% 1.32 1.5% 4% False True 21,400
100 102.53 85.52 17.01 19.7% 1.20 1.4% 4% False True 18,476
120 102.53 85.52 17.01 19.7% 1.11 1.3% 4% False True 16,005
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 0.48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.50
2.618 91.71
1.618 90.00
1.000 88.94
0.618 88.29
HIGH 87.23
0.618 86.58
0.500 86.38
0.382 86.17
LOW 85.52
0.618 84.46
1.000 83.81
1.618 82.75
2.618 81.04
4.250 78.25
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 86.38 87.27
PP 86.31 86.91
S1 86.25 86.55

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

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