NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 74.34 76.29 1.95 2.6% 75.90
High 76.37 77.83 1.46 1.9% 77.83
Low 74.20 75.62 1.42 1.9% 73.92
Close 75.85 76.51 0.66 0.9% 76.51
Range 2.17 2.21 0.04 1.8% 3.91
ATR 2.12 2.13 0.01 0.3% 0.00
Volume 236,720 275,317 38,597 16.3% 1,195,557
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.28 82.11 77.73
R3 81.07 79.90 77.12
R2 78.86 78.86 76.92
R1 77.69 77.69 76.71 78.28
PP 76.65 76.65 76.65 76.95
S1 75.48 75.48 76.31 76.07
S2 74.44 74.44 76.10
S3 72.23 73.27 75.90
S4 70.02 71.06 75.29
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 87.82 86.07 78.66
R3 83.91 82.16 77.59
R2 80.00 80.00 77.23
R1 78.25 78.25 76.87 79.13
PP 76.09 76.09 76.09 76.52
S1 74.34 74.34 76.15 75.22
S2 72.18 72.18 75.79
S3 68.27 70.43 75.43
S4 64.36 66.52 74.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 73.92 3.91 5.1% 1.92 2.5% 66% True False 239,111
10 79.70 73.22 6.48 8.5% 2.12 2.8% 51% False False 193,937
20 82.57 73.22 9.35 12.2% 2.02 2.6% 35% False False 138,375
40 93.07 73.22 19.85 25.9% 2.25 2.9% 17% False False 100,108
60 94.16 73.22 20.94 27.4% 2.04 2.7% 16% False False 76,516
80 96.50 73.22 23.28 30.4% 1.80 2.4% 14% False False 61,588
100 100.63 73.22 27.41 35.8% 1.67 2.2% 12% False False 51,901
120 102.53 73.22 29.31 38.3% 1.54 2.0% 11% False False 44,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.22
2.618 83.62
1.618 81.41
1.000 80.04
0.618 79.20
HIGH 77.83
0.618 76.99
0.500 76.73
0.382 76.46
LOW 75.62
0.618 74.25
1.000 73.41
1.618 72.04
2.618 69.83
4.250 66.23
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 76.73 76.30
PP 76.65 76.09
S1 76.58 75.88

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

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