NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 80.35 81.21 0.86 1.1% 82.00
High 81.30 82.57 1.27 1.6% 82.71
Low 80.03 81.13 1.10 1.4% 79.66
Close 81.12 81.96 0.84 1.0% 80.80
Range 1.27 1.44 0.17 13.4% 3.05
ATR 2.15 2.10 -0.05 -2.3% 0.00
Volume 56,096 48,572 -7,524 -13.4% 337,591
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.21 85.52 82.75
R3 84.77 84.08 82.36
R2 83.33 83.33 82.22
R1 82.64 82.64 82.09 82.99
PP 81.89 81.89 81.89 82.06
S1 81.20 81.20 81.83 81.55
S2 80.45 80.45 81.70
S3 79.01 79.76 81.56
S4 77.57 78.32 81.17
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 82.57 79.20 3.37 4.1% 1.65 2.0% 82% True False 65,191
10 83.58 78.64 4.94 6.0% 2.16 2.6% 67% False False 64,121
20 89.69 78.64 11.05 13.5% 2.33 2.8% 30% False False 63,147
40 93.81 78.64 15.17 18.5% 2.02 2.5% 22% False False 47,692
60 96.50 78.64 17.86 21.8% 1.75 2.1% 19% False False 38,010
80 99.83 78.64 21.19 25.9% 1.61 2.0% 16% False False 32,089
100 102.53 78.64 23.89 29.1% 1.46 1.8% 14% False False 27,303
120 102.53 78.64 23.89 29.1% 1.32 1.6% 14% False False 23,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.69
2.618 86.34
1.618 84.90
1.000 84.01
0.618 83.46
HIGH 82.57
0.618 82.02
0.500 81.85
0.382 81.68
LOW 81.13
0.618 80.24
1.000 79.69
1.618 78.80
2.618 77.36
4.250 75.01
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 81.92 81.60
PP 81.89 81.24
S1 81.85 80.89

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

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