NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 87.85 86.60 -1.25 -1.4% 90.39
High 87.98 87.50 -0.48 -0.5% 91.36
Low 85.95 85.77 -0.18 -0.2% 85.62
Close 86.34 87.24 0.90 1.0% 86.34
Range 2.03 1.73 -0.30 -14.8% 5.74
ATR 1.43 1.45 0.02 1.5% 0.00
Volume 16,001 7,371 -8,630 -53.9% 58,676
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.03 91.36 88.19
R3 90.30 89.63 87.72
R2 88.57 88.57 87.56
R1 87.90 87.90 87.40 88.24
PP 86.84 86.84 86.84 87.00
S1 86.17 86.17 87.08 86.51
S2 85.11 85.11 86.92
S3 83.38 84.44 86.76
S4 81.65 82.71 86.29
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 104.99 101.41 89.50
R3 99.25 95.67 87.92
R2 93.51 93.51 87.39
R1 89.93 89.93 86.87 88.85
PP 87.77 87.77 87.77 87.24
S1 84.19 84.19 85.81 83.11
S2 82.03 82.03 85.29
S3 76.29 78.45 84.76
S4 70.55 72.71 83.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.36 85.62 5.74 6.6% 2.22 2.5% 28% False False 11,730
10 91.36 85.62 5.74 6.6% 1.64 1.9% 28% False False 9,852
20 92.17 85.62 6.55 7.5% 1.46 1.7% 25% False False 7,456
40 94.76 85.62 9.14 10.5% 1.18 1.3% 18% False False 5,340
60 97.35 85.62 11.73 13.4% 1.06 1.2% 14% False False 4,548
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.85
2.618 92.03
1.618 90.30
1.000 89.23
0.618 88.57
HIGH 87.50
0.618 86.84
0.500 86.64
0.382 86.43
LOW 85.77
0.618 84.70
1.000 84.04
1.618 82.97
2.618 81.24
4.250 78.42
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 87.04 87.10
PP 86.84 86.95
S1 86.64 86.81

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

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