NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 75.54 74.26 -1.28 -1.7% 78.45
High 76.48 75.42 -1.06 -1.4% 79.70
Low 74.17 73.92 -0.25 -0.3% 73.22
Close 74.64 74.50 -0.14 -0.2% 75.82
Range 2.31 1.50 -0.81 -35.1% 6.48
ATR 2.16 2.12 -0.05 -2.2% 0.00
Volume 188,957 351,853 162,896 86.2% 743,820
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 79.11 78.31 75.33
R3 77.61 76.81 74.91
R2 76.11 76.11 74.78
R1 75.31 75.31 74.64 75.71
PP 74.61 74.61 74.61 74.82
S1 73.81 73.81 74.36 74.21
S2 73.11 73.11 74.23
S3 71.61 72.31 74.09
S4 70.11 70.81 73.68
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.69 92.23 79.38
R3 89.21 85.75 77.60
R2 82.73 82.73 77.01
R1 79.27 79.27 76.41 77.76
PP 76.25 76.25 76.25 75.49
S1 72.79 72.79 75.23 71.28
S2 69.77 69.77 74.63
S3 63.29 66.31 74.04
S4 56.81 59.83 72.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.09 73.22 3.87 5.2% 2.27 3.0% 33% False False 205,074
10 79.70 73.22 6.48 8.7% 2.05 2.7% 20% False False 161,846
20 82.57 73.22 9.35 12.6% 1.99 2.7% 14% False False 120,807
40 93.07 73.22 19.85 26.6% 2.21 3.0% 6% False False 89,444
60 94.16 73.22 20.94 28.1% 1.99 2.7% 6% False False 68,456
80 98.03 73.22 24.81 33.3% 1.79 2.4% 5% False False 55,482
100 101.87 73.22 28.65 38.5% 1.64 2.2% 4% False False 46,925
120 102.53 73.22 29.31 39.3% 1.52 2.0% 4% False False 40,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.80
2.618 79.35
1.618 77.85
1.000 76.92
0.618 76.35
HIGH 75.42
0.618 74.85
0.500 74.67
0.382 74.49
LOW 73.92
0.618 72.99
1.000 72.42
1.618 71.49
2.618 69.99
4.250 67.55
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 74.67 75.20
PP 74.61 74.97
S1 74.56 74.73

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

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