NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 87.40 86.82 -0.58 -0.7% 90.21
High 87.42 87.40 -0.02 0.0% 90.62
Low 85.20 85.32 0.12 0.1% 85.20
Close 87.02 85.76 -1.26 -1.4% 85.76
Range 2.22 2.08 -0.14 -6.3% 5.42
ATR 1.40 1.45 0.05 3.5% 0.00
Volume 39,161 51,067 11,906 30.4% 182,694
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.40 91.16 86.90
R3 90.32 89.08 86.33
R2 88.24 88.24 86.14
R1 87.00 87.00 85.95 86.58
PP 86.16 86.16 86.16 85.95
S1 84.92 84.92 85.57 84.50
S2 84.08 84.08 85.38
S3 82.00 82.84 85.19
S4 79.92 80.76 84.62
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 103.45 100.03 88.74
R3 98.03 94.61 87.25
R2 92.61 92.61 86.75
R1 89.19 89.19 86.26 88.19
PP 87.19 87.19 87.19 86.70
S1 83.77 83.77 85.26 82.77
S2 81.77 81.77 84.77
S3 76.35 78.35 84.27
S4 70.93 72.93 82.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.62 85.20 5.42 6.3% 1.96 2.3% 10% False False 36,538
10 90.62 85.20 5.42 6.3% 1.51 1.8% 10% False False 29,205
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.24
2.618 92.85
1.618 90.77
1.000 89.48
0.618 88.69
HIGH 87.40
0.618 86.61
0.500 86.36
0.382 86.11
LOW 85.32
0.618 84.03
1.000 83.24
1.618 81.95
2.618 79.87
4.250 76.48
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 86.36 87.12
PP 86.16 86.67
S1 85.96 86.21

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

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