NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 90.45 88.43 -2.02 -2.2% 93.35
High 90.57 88.63 -1.94 -2.1% 94.90
Low 88.38 86.83 -1.55 -1.8% 88.18
Close 88.85 87.31 -1.54 -1.7% 89.74
Range 2.19 1.80 -0.39 -17.8% 6.72
ATR 2.05 2.04 0.00 -0.1% 0.00
Volume 300,113 373,752 73,639 24.5% 1,872,092
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.99 91.95 88.30
R3 91.19 90.15 87.81
R2 89.39 89.39 87.64
R1 88.35 88.35 87.48 87.97
PP 87.59 87.59 87.59 87.40
S1 86.55 86.55 87.15 86.17
S2 85.79 85.79 86.98
S3 83.99 84.75 86.82
S4 82.19 82.95 86.32
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 111.10 107.14 93.44
R3 104.38 100.42 91.59
R2 97.66 97.66 90.97
R1 93.70 93.70 90.36 92.32
PP 90.94 90.94 90.94 90.25
S1 86.98 86.98 89.12 85.60
S2 84.22 84.22 88.51
S3 77.50 80.26 87.89
S4 70.78 73.54 86.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.79 86.83 4.96 5.7% 2.35 2.7% 10% False True 348,565
10 94.90 86.83 8.07 9.2% 2.33 2.7% 6% False True 333,031
20 94.90 86.83 8.07 9.2% 2.10 2.4% 6% False True 261,996
40 96.41 86.83 9.58 11.0% 1.83 2.1% 5% False True 166,759
60 101.22 86.83 14.39 16.5% 1.65 1.9% 3% False True 125,368
80 104.44 86.83 17.61 20.2% 1.51 1.7% 3% False True 99,962
100 104.44 86.83 17.61 20.2% 1.39 1.6% 3% False True 82,869
120 104.44 86.83 17.61 20.2% 1.30 1.5% 3% False True 70,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 96.28
2.618 93.34
1.618 91.54
1.000 90.43
0.618 89.74
HIGH 88.63
0.618 87.94
0.500 87.73
0.382 87.52
LOW 86.83
0.618 85.72
1.000 85.03
1.618 83.92
2.618 82.12
4.250 79.18
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 87.73 88.79
PP 87.59 88.29
S1 87.45 87.80

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

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