NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 77.21 77.42 0.21 0.3% 80.58
High 77.95 77.92 -0.03 0.0% 80.87
Low 76.41 76.60 0.19 0.2% 75.95
Close 77.87 77.15 -0.72 -0.9% 78.60
Range 1.54 1.32 -0.22 -14.3% 4.92
ATR 2.13 2.07 -0.06 -2.7% 0.00
Volume 128,201 162,389 34,188 26.7% 522,713
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.18 80.49 77.88
R3 79.86 79.17 77.51
R2 78.54 78.54 77.39
R1 77.85 77.85 77.27 77.54
PP 77.22 77.22 77.22 77.07
S1 76.53 76.53 77.03 76.22
S2 75.90 75.90 76.91
S3 74.58 75.21 76.79
S4 73.26 73.89 76.42
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 93.23 90.84 81.31
R3 88.31 85.92 79.95
R2 83.39 83.39 79.50
R1 81.00 81.00 79.05 79.74
PP 78.47 78.47 78.47 77.84
S1 76.08 76.08 78.15 74.82
S2 73.55 73.55 77.70
S3 68.63 71.16 77.25
S4 63.71 66.24 75.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.70 76.41 3.29 4.3% 1.83 2.4% 22% False False 118,619
10 81.82 75.95 5.87 7.6% 2.02 2.6% 20% False False 106,482
20 83.58 75.95 7.63 9.9% 2.09 2.7% 16% False False 85,301
40 93.07 75.95 17.12 22.2% 2.10 2.7% 7% False False 66,981
60 94.16 75.95 18.21 23.6% 1.88 2.4% 7% False False 52,837
80 99.36 75.95 23.41 30.3% 1.71 2.2% 5% False False 43,618
100 102.53 75.95 26.58 34.5% 1.58 2.0% 5% False False 37,094
120 102.53 75.95 26.58 34.5% 1.44 1.9% 5% False False 32,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 83.53
2.618 81.38
1.618 80.06
1.000 79.24
0.618 78.74
HIGH 77.92
0.618 77.42
0.500 77.26
0.382 77.10
LOW 76.60
0.618 75.78
1.000 75.28
1.618 74.46
2.618 73.14
4.250 70.99
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 77.26 78.06
PP 77.22 77.75
S1 77.19 77.45

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

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