NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 84.47 83.67 -0.80 -0.9% 87.85
High 84.67 84.30 -0.37 -0.4% 89.01
Low 83.03 80.29 -2.74 -3.3% 82.41
Close 84.53 80.74 -3.79 -4.5% 84.73
Range 1.64 4.01 2.37 144.5% 6.60
ATR 1.98 2.14 0.16 8.1% 0.00
Volume 58,762 48,860 -9,902 -16.9% 294,901
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 93.81 91.28 82.95
R3 89.80 87.27 81.84
R2 85.79 85.79 81.48
R1 83.26 83.26 81.11 82.52
PP 81.78 81.78 81.78 81.41
S1 79.25 79.25 80.37 78.51
S2 77.77 77.77 80.00
S3 73.76 75.24 79.64
S4 69.75 71.23 78.53
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 105.18 101.56 88.36
R3 98.58 94.96 86.55
R2 91.98 91.98 85.94
R1 88.36 88.36 85.34 86.87
PP 85.38 85.38 85.38 84.64
S1 81.76 81.76 84.13 80.27
S2 78.78 78.78 83.52
S3 72.18 75.16 82.92
S4 65.58 68.56 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.23 80.29 6.94 8.6% 2.77 3.4% 6% False True 61,676
10 91.28 80.29 10.99 13.6% 2.51 3.1% 4% False True 60,010
20 93.07 80.29 12.78 15.8% 2.04 2.5% 4% False True 45,507
40 94.16 80.29 13.87 17.2% 1.75 2.2% 3% False True 34,852
60 99.36 80.29 19.07 23.6% 1.56 1.9% 2% False True 28,495
80 102.53 80.29 22.24 27.5% 1.43 1.8% 2% False True 24,038
100 102.53 80.29 22.24 27.5% 1.30 1.6% 2% False True 20,697
120 102.53 80.29 22.24 27.5% 1.19 1.5% 2% False True 17,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 101.34
2.618 94.80
1.618 90.79
1.000 88.31
0.618 86.78
HIGH 84.30
0.618 82.77
0.500 82.30
0.382 81.82
LOW 80.29
0.618 77.81
1.000 76.28
1.618 73.80
2.618 69.79
4.250 63.25
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 82.30 82.71
PP 81.78 82.05
S1 81.26 81.40

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

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