NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 77.28 78.76 1.48 1.9% 80.75
High 79.13 78.76 -0.37 -0.5% 82.32
Low 76.46 77.08 0.62 0.8% 79.05
Close 78.54 77.81 -0.73 -0.9% 80.36
Range 2.67 1.68 -0.99 -37.1% 3.27
ATR 2.08 2.05 -0.03 -1.4% 0.00
Volume 56,068 56,399 331 0.6% 124,302
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 82.92 82.05 78.73
R3 81.24 80.37 78.27
R2 79.56 79.56 78.12
R1 78.69 78.69 77.96 78.29
PP 77.88 77.88 77.88 77.68
S1 77.01 77.01 77.66 76.61
S2 76.20 76.20 77.50
S3 74.52 75.33 77.35
S4 72.84 73.65 76.89
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 80.91 76.05 4.86 6.2% 2.22 2.9% 36% False False 41,773
10 82.32 76.05 6.27 8.1% 1.80 2.3% 28% False False 33,704
20 84.75 76.05 8.70 11.2% 2.16 2.8% 20% False False 31,400
40 92.63 76.05 16.58 21.3% 1.96 2.5% 11% False False 25,875
60 95.25 76.05 19.20 24.7% 1.74 2.2% 9% False False 20,842
80 98.68 76.05 22.63 29.1% 1.55 2.0% 8% False False 17,213
100 101.33 76.05 25.28 32.5% 1.39 1.8% 7% False False 14,471
120 101.33 76.05 25.28 32.5% 1.27 1.6% 7% False False 12,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.90
2.618 83.16
1.618 81.48
1.000 80.44
0.618 79.80
HIGH 78.76
0.618 78.12
0.500 77.92
0.382 77.72
LOW 77.08
0.618 76.04
1.000 75.40
1.618 74.36
2.618 72.68
4.250 69.94
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 77.92 77.74
PP 77.88 77.66
S1 77.85 77.59

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

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