NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 77.36 78.87 1.51 2.0% 81.27
High 79.35 78.98 -0.37 -0.5% 82.88
Low 76.46 77.12 0.66 0.9% 79.44
Close 78.68 77.91 -0.77 -1.0% 80.54
Range 2.89 1.86 -1.03 -35.6% 3.44
ATR 2.25 2.23 -0.03 -1.2% 0.00
Volume 447,691 292,897 -154,794 -34.6% 1,359,410
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.58 82.61 78.93
R3 81.72 80.75 78.42
R2 79.86 79.86 78.25
R1 78.89 78.89 78.08 78.45
PP 78.00 78.00 78.00 77.78
S1 77.03 77.03 77.74 76.59
S2 76.14 76.14 77.57
S3 74.28 75.17 77.40
S4 72.42 73.31 76.89
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.27 89.35 82.43
R3 87.83 85.91 81.49
R2 84.39 84.39 81.17
R1 82.47 82.47 80.86 81.71
PP 80.95 80.95 80.95 80.58
S1 79.03 79.03 80.22 78.27
S2 77.51 77.51 79.91
S3 74.07 75.59 79.59
S4 70.63 72.15 78.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.27 75.84 5.43 7.0% 2.39 3.1% 38% False False 370,714
10 82.88 75.84 7.04 9.0% 1.95 2.5% 29% False False 319,130
20 85.56 75.84 9.72 12.5% 2.31 3.0% 21% False False 290,358
40 93.82 75.84 17.98 23.1% 2.18 2.8% 12% False False 203,702
60 95.80 75.84 19.96 25.6% 1.98 2.5% 10% False False 158,862
80 100.35 75.84 24.51 31.5% 1.79 2.3% 8% False False 135,253
100 103.66 75.84 27.82 35.7% 1.66 2.1% 7% False False 120,045
120 103.66 75.84 27.82 35.7% 1.55 2.0% 7% False False 108,321
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.89
2.618 83.85
1.618 81.99
1.000 80.84
0.618 80.13
HIGH 78.98
0.618 78.27
0.500 78.05
0.382 77.83
LOW 77.12
0.618 75.97
1.000 75.26
1.618 74.11
2.618 72.25
4.250 69.22
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 78.05 77.81
PP 78.00 77.70
S1 77.96 77.60

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

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