NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 80.27 79.86 -0.41 -0.5% 80.70
High 80.52 80.76 0.24 0.3% 81.10
Low 78.83 79.61 0.78 1.0% 78.63
Close 80.16 80.66 0.50 0.6% 80.42
Range 1.69 1.15 -0.54 -32.0% 2.47
ATR 1.93 1.87 -0.06 -2.9% 0.00
Volume 32,403 25,131 -7,272 -22.4% 157,636
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 83.79 83.38 81.29
R3 82.64 82.23 80.98
R2 81.49 81.49 80.87
R1 81.08 81.08 80.77 81.29
PP 80.34 80.34 80.34 80.45
S1 79.93 79.93 80.55 80.14
S2 79.19 79.19 80.45
S3 78.04 78.78 80.34
S4 76.89 77.63 80.03
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.46 86.41 81.78
R3 84.99 83.94 81.10
R2 82.52 82.52 80.87
R1 81.47 81.47 80.65 80.76
PP 80.05 80.05 80.05 79.70
S1 79.00 79.00 80.19 78.29
S2 77.58 77.58 79.97
S3 75.11 76.53 79.74
S4 72.64 74.06 79.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.10 78.63 2.47 3.1% 1.67 2.1% 82% False False 32,640
10 82.17 77.59 4.58 5.7% 2.04 2.5% 67% False False 37,299
20 89.04 77.59 11.45 14.2% 2.07 2.6% 27% False False 37,029
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.65
2.618 83.77
1.618 82.62
1.000 81.91
0.618 81.47
HIGH 80.76
0.618 80.32
0.500 80.19
0.382 80.05
LOW 79.61
0.618 78.90
1.000 78.46
1.618 77.75
2.618 76.60
4.250 74.72
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 80.50 80.37
PP 80.34 80.08
S1 80.19 79.80

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

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