NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 77.76 78.54 0.78 1.0% 80.28
High 79.24 79.69 0.45 0.6% 80.81
Low 77.39 77.11 -0.28 -0.4% 76.05
Close 78.54 77.36 -1.18 -1.5% 78.54
Range 1.85 2.58 0.73 39.5% 4.76
ATR 2.04 2.08 0.04 1.9% 0.00
Volume 34,306 37,454 3,148 9.2% 219,453
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 85.79 84.16 78.78
R3 83.21 81.58 78.07
R2 80.63 80.63 77.83
R1 79.00 79.00 77.60 78.53
PP 78.05 78.05 78.05 77.82
S1 76.42 76.42 77.12 75.95
S2 75.47 75.47 76.89
S3 72.89 73.84 76.65
S4 70.31 71.26 75.94
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 92.75 90.40 81.16
R3 87.99 85.64 79.85
R2 83.23 83.23 79.41
R1 80.88 80.88 78.98 79.68
PP 78.47 78.47 78.47 77.86
S1 76.12 76.12 78.10 74.92
S2 73.71 73.71 77.67
S3 68.95 71.36 77.23
S4 64.19 66.60 75.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.69 76.05 3.64 4.7% 2.24 2.9% 36% True False 45,851
10 82.32 76.05 6.27 8.1% 1.94 2.5% 21% False False 35,539
20 83.73 76.05 7.68 9.9% 2.17 2.8% 17% False False 32,349
40 92.63 76.05 16.58 21.4% 1.99 2.6% 8% False False 26,695
60 93.83 76.05 17.78 23.0% 1.75 2.3% 7% False False 21,813
80 98.68 76.05 22.63 29.3% 1.58 2.0% 6% False False 17,919
100 101.33 76.05 25.28 32.7% 1.43 1.8% 5% False False 15,096
120 101.33 76.05 25.28 32.7% 1.29 1.7% 5% False False 13,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.66
2.618 86.44
1.618 83.86
1.000 82.27
0.618 81.28
HIGH 79.69
0.618 78.70
0.500 78.40
0.382 78.10
LOW 77.11
0.618 75.52
1.000 74.53
1.618 72.94
2.618 70.36
4.250 66.15
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 78.40 78.39
PP 78.05 78.04
S1 77.71 77.70

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

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