NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 80.28 78.37 -1.91 -2.4% 80.75
High 80.81 78.48 -2.33 -2.9% 82.32
Low 78.19 76.05 -2.14 -2.7% 79.05
Close 78.84 77.19 -1.65 -2.1% 80.36
Range 2.62 2.43 -0.19 -7.3% 3.27
ATR 1.98 2.04 0.06 2.9% 0.00
Volume 27,649 45,031 17,382 62.9% 124,302
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.53 83.29 78.53
R3 82.10 80.86 77.86
R2 79.67 79.67 77.64
R1 78.43 78.43 77.41 77.84
PP 77.24 77.24 77.24 76.94
S1 76.00 76.00 76.97 75.41
S2 74.81 74.81 76.74
S3 72.38 73.57 76.52
S4 69.95 71.14 75.85
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.39 88.64 82.16
R3 87.12 85.37 81.26
R2 83.85 83.85 80.96
R1 82.10 82.10 80.66 81.34
PP 80.58 80.58 80.58 80.20
S1 78.83 78.83 80.06 78.07
S2 77.31 77.31 79.76
S3 74.04 75.56 79.46
S4 70.77 72.29 78.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 76.05 6.27 8.1% 1.86 2.4% 18% False True 30,072
10 82.32 76.05 6.27 8.1% 1.84 2.4% 18% False True 28,281
20 86.87 76.05 10.82 14.0% 2.20 2.9% 11% False True 28,793
40 92.63 76.05 16.58 21.5% 1.96 2.5% 7% False True 24,169
60 95.39 76.05 19.34 25.1% 1.70 2.2% 6% False True 19,143
80 98.68 76.05 22.63 29.3% 1.52 2.0% 5% False True 15,955
100 101.33 76.05 25.28 32.8% 1.36 1.8% 5% False True 13,447
120 101.33 76.05 25.28 32.8% 1.24 1.6% 5% False True 11,522
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.81
2.618 84.84
1.618 82.41
1.000 80.91
0.618 79.98
HIGH 78.48
0.618 77.55
0.500 77.27
0.382 76.98
LOW 76.05
0.618 74.55
1.000 73.62
1.618 72.12
2.618 69.69
4.250 65.72
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 77.27 78.48
PP 77.24 78.05
S1 77.22 77.62

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

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