NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 80.78 79.42 -1.36 -1.7% 87.26
High 80.78 82.97 2.19 2.7% 88.34
Low 78.52 78.25 -0.27 -0.3% 82.14
Close 79.87 81.09 1.22 1.5% 84.46
Range 2.26 4.72 2.46 108.8% 6.20
ATR 2.03 2.22 0.19 9.4% 0.00
Volume 40,385 38,398 -1,987 -4.9% 128,175
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.93 92.73 83.69
R3 90.21 88.01 82.39
R2 85.49 85.49 81.96
R1 83.29 83.29 81.52 84.39
PP 80.77 80.77 80.77 81.32
S1 78.57 78.57 80.66 79.67
S2 76.05 76.05 80.22
S3 71.33 73.85 79.79
S4 66.61 69.13 78.49
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 103.58 100.22 87.87
R3 97.38 94.02 86.17
R2 91.18 91.18 85.60
R1 87.82 87.82 85.03 86.40
PP 84.98 84.98 84.98 84.27
S1 81.62 81.62 83.89 80.20
S2 78.78 78.78 83.32
S3 72.58 75.42 82.76
S4 66.38 69.22 81.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.75 78.25 6.50 8.0% 2.98 3.7% 44% False True 30,634
10 88.99 78.25 10.74 13.2% 2.56 3.2% 26% False True 29,213
20 92.47 78.25 14.22 17.5% 2.12 2.6% 20% False True 24,125
40 93.83 78.25 15.58 19.2% 1.74 2.1% 18% False True 18,441
60 98.68 78.25 20.43 25.2% 1.52 1.9% 14% False True 14,400
80 101.33 78.25 23.08 28.5% 1.36 1.7% 12% False True 11,946
100 101.33 78.25 23.08 28.5% 1.21 1.5% 12% False True 10,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 103.03
2.618 95.33
1.618 90.61
1.000 87.69
0.618 85.89
HIGH 82.97
0.618 81.17
0.500 80.61
0.382 80.05
LOW 78.25
0.618 75.33
1.000 73.53
1.618 70.61
2.618 65.89
4.250 58.19
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 80.93 81.06
PP 80.77 81.02
S1 80.61 80.99

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

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