NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 77.19 77.44 0.25 0.3% 80.28
High 77.90 77.80 -0.10 -0.1% 80.81
Low 76.38 76.58 0.20 0.3% 76.05
Close 77.83 77.12 -0.71 -0.9% 78.54
Range 1.52 1.22 -0.30 -19.7% 4.76
ATR 2.04 1.98 -0.06 -2.8% 0.00
Volume 33,753 48,189 14,436 42.8% 219,453
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 80.83 80.19 77.79
R3 79.61 78.97 77.46
R2 78.39 78.39 77.34
R1 77.75 77.75 77.23 77.46
PP 77.17 77.17 77.17 77.02
S1 76.53 76.53 77.01 76.24
S2 75.95 75.95 76.90
S3 74.73 75.31 76.78
S4 73.51 74.09 76.45
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% 1.77 2.3% 22% False False 42,020
10 81.67 76.05 5.62 7.3% 1.95 2.5% 19% False False 39,815
20 82.97 76.05 6.92 9.0% 2.01 2.6% 15% False False 33,347
40 92.47 76.05 16.42 21.3% 1.98 2.6% 7% False False 28,078
60 93.83 76.05 17.78 23.1% 1.76 2.3% 6% False False 22,975
80 98.68 76.05 22.63 29.3% 1.59 2.1% 5% False False 18,773
100 101.33 76.05 25.28 32.8% 1.45 1.9% 4% False False 15,862
120 101.33 76.05 25.28 32.8% 1.31 1.7% 4% False False 13,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 80.99
1.618 79.77
1.000 79.02
0.618 78.55
HIGH 77.80
0.618 77.33
0.500 77.19
0.382 77.05
LOW 76.58
0.618 75.83
1.000 75.36
1.618 74.61
2.618 73.39
4.250 71.40
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 77.19 78.04
PP 77.17 77.73
S1 77.14 77.43

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

View Archives - Comment on this page... - Back to Index of Symbols