NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 80.70 79.75 -0.95 -1.2% 83.54
High 80.87 80.83 -0.04 0.0% 83.72
Low 78.93 79.46 0.53 0.7% 77.59
Close 79.83 80.27 0.44 0.6% 80.26
Range 1.94 1.37 -0.57 -29.4% 6.13
ATR 2.02 1.97 -0.05 -2.3% 0.00
Volume 25,937 26,033 96 0.4% 216,540
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.30 83.65 81.02
R3 82.93 82.28 80.65
R2 81.56 81.56 80.52
R1 80.91 80.91 80.40 81.24
PP 80.19 80.19 80.19 80.35
S1 79.54 79.54 80.14 79.87
S2 78.82 78.82 80.02
S3 77.45 78.17 79.89
S4 76.08 76.80 79.52
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 98.91 95.72 83.63
R3 92.78 89.59 81.95
R2 86.65 86.65 81.38
R1 83.46 83.46 80.82 81.99
PP 80.52 80.52 80.52 79.79
S1 77.33 77.33 79.70 75.86
S2 74.39 74.39 79.14
S3 68.26 71.20 78.57
S4 62.13 65.07 76.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.17 77.59 4.58 5.7% 2.41 3.0% 59% False False 41,958
10 85.73 77.59 8.14 10.1% 2.42 3.0% 33% False False 38,725
20 90.62 77.59 13.03 16.2% 2.00 2.5% 21% False False 35,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 86.65
2.618 84.42
1.618 83.05
1.000 82.20
0.618 81.68
HIGH 80.83
0.618 80.31
0.500 80.15
0.382 79.98
LOW 79.46
0.618 78.61
1.000 78.09
1.618 77.24
2.618 75.87
4.250 73.64
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 80.23 80.40
PP 80.19 80.35
S1 80.15 80.31

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

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