NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 78.54 77.19 -1.35 -1.7% 80.28
High 79.69 77.90 -1.79 -2.2% 80.81
Low 77.11 76.38 -0.73 -0.9% 76.05
Close 77.36 77.83 0.47 0.6% 78.54
Range 2.58 1.52 -1.06 -41.1% 4.76
ATR 2.08 2.04 -0.04 -1.9% 0.00
Volume 37,454 33,753 -3,701 -9.9% 219,453
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.93 81.40 78.67
R3 80.41 79.88 78.25
R2 78.89 78.89 78.11
R1 78.36 78.36 77.97 78.63
PP 77.37 77.37 77.37 77.50
S1 76.84 76.84 77.69 77.11
S2 75.85 75.85 77.55
S3 74.33 75.32 77.41
S4 72.81 73.80 76.99
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 76.38 3.31 4.3% 2.06 2.6% 44% False True 43,596
10 82.32 76.05 6.27 8.1% 1.96 2.5% 28% False False 36,834
20 82.97 76.05 6.92 8.9% 2.06 2.6% 26% False False 32,957
40 92.53 76.05 16.48 21.2% 1.98 2.5% 11% False False 27,202
60 93.83 76.05 17.78 22.8% 1.76 2.3% 10% False False 22,283
80 98.68 76.05 22.63 29.1% 1.58 2.0% 8% False False 18,256
100 101.33 76.05 25.28 32.5% 1.44 1.8% 7% False False 15,396
120 101.33 76.05 25.28 32.5% 1.30 1.7% 7% False False 13,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.36
2.618 81.88
1.618 80.36
1.000 79.42
0.618 78.84
HIGH 77.90
0.618 77.32
0.500 77.14
0.382 76.96
LOW 76.38
0.618 75.44
1.000 74.86
1.618 73.92
2.618 72.40
4.250 69.92
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 77.60 78.04
PP 77.37 77.97
S1 77.14 77.90

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

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