NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 83.54 82.72 -0.82 -1.0% 85.74
High 83.72 83.25 -0.47 -0.6% 86.88
Low 82.30 79.29 -3.01 -3.7% 81.72
Close 83.68 79.83 -3.85 -4.6% 83.83
Range 1.42 3.96 2.54 178.9% 5.16
ATR 1.61 1.81 0.20 12.4% 0.00
Volume 29,572 29,145 -427 -1.4% 177,982
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.67 90.21 82.01
R3 88.71 86.25 80.92
R2 84.75 84.75 80.56
R1 82.29 82.29 80.19 81.54
PP 80.79 80.79 80.79 80.42
S1 78.33 78.33 79.47 77.58
S2 76.83 76.83 79.10
S3 72.87 74.37 78.74
S4 68.91 70.41 77.65
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.62 96.89 86.67
R3 94.46 91.73 85.25
R2 89.30 89.30 84.78
R1 86.57 86.57 84.30 85.36
PP 84.14 84.14 84.14 83.54
S1 81.41 81.41 83.36 80.20
S2 78.98 78.98 82.88
S3 73.82 76.25 82.41
S4 68.66 71.09 80.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.73 79.29 6.44 8.1% 2.43 3.0% 8% False True 35,492
10 89.04 79.29 9.75 12.2% 2.11 2.6% 6% False True 36,759
20 91.63 79.29 12.34 15.5% 1.64 2.1% 4% False True 29,366
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 0.39
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 100.08
2.618 93.62
1.618 89.66
1.000 87.21
0.618 85.70
HIGH 83.25
0.618 81.74
0.500 81.27
0.382 80.80
LOW 79.29
0.618 76.84
1.000 75.33
1.618 72.88
2.618 68.92
4.250 62.46
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 81.27 81.65
PP 80.79 81.04
S1 80.31 80.44

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

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