NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 73.94 73.55 -0.39 -0.5% 76.70
High 74.56 73.62 -0.94 -1.3% 77.05
Low 73.40 65.92 -7.48 -10.2% 65.92
Close 73.76 66.26 -7.50 -10.2% 66.26
Range 1.16 7.70 6.54 563.8% 11.13
ATR 2.01 2.43 0.42 20.7% 0.00
Volume 41,536 41,951 415 1.0% 166,468
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.70 86.68 70.50
R3 84.00 78.98 68.38
R2 76.30 76.30 67.67
R1 71.28 71.28 66.97 69.94
PP 68.60 68.60 68.60 67.93
S1 63.58 63.58 65.55 62.24
S2 60.90 60.90 64.85
S3 53.20 55.88 64.14
S4 45.50 48.18 62.03
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.13 95.83 72.38
R3 92.00 84.70 69.32
R2 80.87 80.87 68.30
R1 73.57 73.57 67.28 71.66
PP 69.74 69.74 69.74 68.79
S1 62.44 62.44 65.24 60.53
S2 58.61 58.61 64.22
S3 47.48 51.31 63.20
S4 36.35 40.18 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.81 65.92 11.89 17.9% 3.07 4.6% 3% False True 43,365
10 77.81 65.92 11.89 17.9% 2.55 3.8% 3% False True 44,308
20 80.91 65.92 14.99 22.6% 2.34 3.5% 2% False True 42,924
40 88.99 65.92 23.07 34.8% 2.24 3.4% 1% False True 35,415
60 93.36 65.92 27.44 41.4% 2.04 3.1% 1% False True 29,454
80 95.94 65.92 30.02 45.3% 1.81 2.7% 1% False True 24,095
100 99.09 65.92 33.17 50.1% 1.65 2.5% 1% False True 20,476
120 101.33 65.92 35.41 53.4% 1.49 2.3% 1% False True 17,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 106.35
2.618 93.78
1.618 86.08
1.000 81.32
0.618 78.38
HIGH 73.62
0.618 70.68
0.500 69.77
0.382 68.86
LOW 65.92
0.618 61.16
1.000 58.22
1.618 53.46
2.618 45.76
4.250 33.20
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 69.77 71.27
PP 68.60 69.60
S1 67.43 67.93

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

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