NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 83.18 83.13 -0.05 -0.1% 85.20
High 84.45 83.48 -0.97 -1.1% 85.87
Low 82.44 81.56 -0.88 -1.1% 79.78
Close 82.75 82.71 -0.04 0.0% 82.75
Range 2.01 1.92 -0.09 -4.5% 6.09
ATR 2.51 2.46 -0.04 -1.7% 0.00
Volume 174,142 83,702 -90,440 -51.9% 1,854,564
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.34 87.45 83.77
R3 86.42 85.53 83.24
R2 84.50 84.50 83.06
R1 83.61 83.61 82.89 83.10
PP 82.58 82.58 82.58 82.33
S1 81.69 81.69 82.53 81.18
S2 80.66 80.66 82.36
S3 78.74 79.77 82.18
S4 76.82 77.85 81.65
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 101.07 98.00 86.10
R3 94.98 91.91 84.42
R2 88.89 88.89 83.87
R1 85.82 85.82 83.31 84.31
PP 82.80 82.80 82.80 82.05
S1 79.73 79.73 82.19 78.22
S2 76.71 76.71 81.63
S3 70.62 73.64 81.08
S4 64.53 67.55 79.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.60 79.78 5.82 7.0% 3.14 3.8% 50% False False 329,184
10 90.57 79.78 10.79 13.0% 2.81 3.4% 27% False False 335,367
20 94.90 79.78 15.12 18.3% 2.55 3.1% 19% False False 327,026
40 95.07 79.78 15.29 18.5% 2.13 2.6% 19% False False 221,672
60 100.08 79.78 20.30 24.5% 1.88 2.3% 14% False False 164,230
80 103.57 79.78 23.79 28.8% 1.71 2.1% 12% False False 131,196
100 104.44 79.78 24.66 29.8% 1.57 1.9% 12% False False 108,841
120 104.44 79.78 24.66 29.8% 1.44 1.7% 12% False False 92,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 88.51
1.618 86.59
1.000 85.40
0.618 84.67
HIGH 83.48
0.618 82.75
0.500 82.52
0.382 82.29
LOW 81.56
0.618 80.37
1.000 79.64
1.618 78.45
2.618 76.53
4.250 73.40
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 82.65 82.58
PP 82.58 82.44
S1 82.52 82.31

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

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