NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 80.88 80.35 -0.53 -0.7% 82.00
High 80.98 81.30 0.32 0.4% 82.71
Low 79.20 80.03 0.83 1.0% 79.66
Close 80.70 81.12 0.42 0.5% 80.80
Range 1.78 1.27 -0.51 -28.7% 3.05
ATR 2.22 2.15 -0.07 -3.1% 0.00
Volume 60,602 56,096 -4,506 -7.4% 337,591
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.63 84.14 81.82
R3 83.36 82.87 81.47
R2 82.09 82.09 81.35
R1 81.60 81.60 81.24 81.85
PP 80.82 80.82 80.82 80.94
S1 80.33 80.33 81.00 80.58
S2 79.55 79.55 80.89
S3 78.28 79.06 80.77
S4 77.01 77.79 80.42
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.21 88.55 82.48
R3 87.16 85.50 81.64
R2 84.11 84.11 81.36
R1 82.45 82.45 81.08 81.76
PP 81.06 81.06 81.06 80.71
S1 79.40 79.40 80.52 78.71
S2 78.01 78.01 80.24
S3 74.96 76.35 79.96
S4 71.91 73.30 79.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.63 79.20 3.43 4.2% 1.92 2.4% 56% False False 68,654
10 83.58 78.64 4.94 6.1% 2.25 2.8% 50% False False 67,973
20 91.28 78.64 12.64 15.6% 2.38 2.9% 20% False False 63,991
40 94.16 78.64 15.52 19.1% 2.04 2.5% 16% False False 47,301
60 96.50 78.64 17.86 22.0% 1.74 2.2% 14% False False 37,385
80 100.38 78.64 21.74 26.8% 1.60 2.0% 11% False False 31,558
100 102.53 78.64 23.89 29.5% 1.46 1.8% 10% False False 26,917
120 102.53 78.64 23.89 29.5% 1.32 1.6% 10% False False 23,285
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 86.70
2.618 84.62
1.618 83.35
1.000 82.57
0.618 82.08
HIGH 81.30
0.618 80.81
0.500 80.67
0.382 80.52
LOW 80.03
0.618 79.25
1.000 78.76
1.618 77.98
2.618 76.71
4.250 74.63
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 80.97 80.87
PP 80.82 80.62
S1 80.67 80.38

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.