NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 80.21 78.45 -1.76 -2.2% 80.56
High 80.75 78.53 -2.22 -2.7% 82.19
Low 78.24 76.14 -2.10 -2.7% 78.96
Close 78.85 77.24 -1.61 -2.0% 80.31
Range 2.51 2.39 -0.12 -4.8% 3.23
ATR 1.93 1.98 0.06 2.9% 0.00
Volume 26,451 36,616 10,165 38.4% 118,210
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.47 83.25 78.55
R3 82.08 80.86 77.90
R2 79.69 79.69 77.68
R1 78.47 78.47 77.46 77.89
PP 77.30 77.30 77.30 77.01
S1 76.08 76.08 77.02 75.50
S2 74.91 74.91 76.80
S3 72.52 73.69 76.58
S4 70.13 71.30 75.93
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.18 88.47 82.09
R3 86.95 85.24 81.20
R2 83.72 83.72 80.90
R1 82.01 82.01 80.61 81.25
PP 80.49 80.49 80.49 80.11
S1 78.78 78.78 80.01 78.02
S2 77.26 77.26 79.72
S3 74.03 75.55 79.42
S4 70.80 72.32 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.19 76.14 6.05 7.8% 1.82 2.4% 18% False True 26,795
10 82.19 76.14 6.05 7.8% 1.79 2.3% 18% False True 28,603
20 86.49 76.14 10.35 13.4% 2.17 2.8% 11% False True 34,854
40 92.32 76.14 16.18 20.9% 1.87 2.4% 7% False True 31,012
60 95.10 76.14 18.96 24.5% 1.61 2.1% 6% False True 24,491
80 98.02 76.14 21.88 28.3% 1.45 1.9% 5% False True 21,038
100 100.52 76.14 24.38 31.6% 1.31 1.7% 5% False True 18,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.69
2.618 84.79
1.618 82.40
1.000 80.92
0.618 80.01
HIGH 78.53
0.618 77.62
0.500 77.34
0.382 77.05
LOW 76.14
0.618 74.66
1.000 73.75
1.618 72.27
2.618 69.88
4.250 65.98
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 77.34 78.45
PP 77.30 78.04
S1 77.27 77.64

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

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