NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 76.38 77.09 0.71 0.9% 76.08
High 77.70 77.28 -0.42 -0.5% 77.70
Low 75.64 75.88 0.24 0.3% 74.27
Close 76.86 76.23 -0.63 -0.8% 76.86
Range 2.06 1.40 -0.66 -32.0% 3.43
ATR 1.89 1.85 -0.03 -1.8% 0.00
Volume 33,143 28,354 -4,789 -14.4% 181,994
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 80.66 79.85 77.00
R3 79.26 78.45 76.62
R2 77.86 77.86 76.49
R1 77.05 77.05 76.36 76.76
PP 76.46 76.46 76.46 76.32
S1 75.65 75.65 76.10 75.36
S2 75.06 75.06 75.97
S3 73.66 74.25 75.85
S4 72.26 72.85 75.46
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.57 85.14 78.75
R3 83.14 81.71 77.80
R2 79.71 79.71 77.49
R1 78.28 78.28 77.17 79.00
PP 76.28 76.28 76.28 76.63
S1 74.85 74.85 76.55 75.57
S2 72.85 72.85 76.23
S3 69.42 71.42 75.92
S4 65.99 67.99 74.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.70 74.27 3.43 4.5% 1.74 2.3% 57% False False 35,044
10 78.20 73.43 4.77 6.3% 1.82 2.4% 59% False False 34,176
20 81.92 73.43 8.49 11.1% 1.76 2.3% 33% False False 33,548
40 90.62 73.43 17.19 22.6% 1.96 2.6% 16% False False 35,307
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.23
2.618 80.95
1.618 79.55
1.000 78.68
0.618 78.15
HIGH 77.28
0.618 76.75
0.500 76.58
0.382 76.41
LOW 75.88
0.618 75.01
1.000 74.48
1.618 73.61
2.618 72.21
4.250 69.93
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 76.58 76.15
PP 76.46 76.07
S1 76.35 75.99

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

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