NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 81.86 82.55 0.69 0.8% 84.74
High 83.23 83.15 -0.08 -0.1% 85.13
Low 81.57 80.22 -1.35 -1.7% 79.10
Close 82.49 80.52 -1.97 -2.4% 82.06
Range 1.66 2.93 1.27 76.5% 6.03
ATR 2.34 2.38 0.04 1.8% 0.00
Volume 297,522 352,217 54,695 18.4% 1,137,407
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.09 88.23 82.13
R3 87.16 85.30 81.33
R2 84.23 84.23 81.06
R1 82.37 82.37 80.79 81.84
PP 81.30 81.30 81.30 81.03
S1 79.44 79.44 80.25 78.91
S2 78.37 78.37 79.98
S3 75.44 76.51 79.71
S4 72.51 73.58 78.91
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 100.19 97.15 85.38
R3 94.16 91.12 83.72
R2 88.13 88.13 83.17
R1 85.09 85.09 82.61 83.60
PP 82.10 82.10 82.10 81.35
S1 79.06 79.06 81.51 77.57
S2 76.07 76.07 80.95
S3 70.04 73.03 80.40
S4 64.01 67.00 78.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.06 79.10 4.96 6.2% 2.69 3.3% 29% False False 285,610
10 87.17 79.10 8.07 10.0% 2.83 3.5% 18% False False 242,591
20 93.82 79.10 14.72 18.3% 2.52 3.1% 10% False False 190,089
40 94.42 79.10 15.32 19.0% 2.11 2.6% 9% False False 135,871
60 98.67 79.10 19.57 24.3% 1.84 2.3% 7% False False 110,996
80 102.71 79.10 23.61 29.3% 1.69 2.1% 6% False False 99,329
100 103.66 79.10 24.56 30.5% 1.56 1.9% 6% False False 90,821
120 103.66 79.10 24.56 30.5% 1.45 1.8% 6% False False 82,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 90.82
1.618 87.89
1.000 86.08
0.618 84.96
HIGH 83.15
0.618 82.03
0.500 81.69
0.382 81.34
LOW 80.22
0.618 78.41
1.000 77.29
1.618 75.48
2.618 72.55
4.250 67.77
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 81.69 81.73
PP 81.30 81.32
S1 80.91 80.92

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

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