NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	80.56	80.00	-0.56	-0.7%	81.36
High	80.66	80.92	0.26	0.3%	81.72
Low	78.96	79.85	0.89	1.1%	79.14
Close	80.34	80.83	0.49	0.6%	80.54
Range	1.70	1.07	-0.63	-37.1%	2.58
ATR	2.05	1.98	-0.07	-3.4%	0.00
Volume	25,239	22,059	-3,180	-12.6%	172,365

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.74	83.36	81.42
R3	82.67	82.29	81.12
R2	81.60	81.60	81.03
R1	81.22	81.22	80.93	81.41
PP	80.53	80.53	80.53	80.63
S1	80.15	80.15	80.73	80.34
S2	79.46	79.46	80.63
S3	78.39	79.08	80.54
S4	77.32	78.01	80.24

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	88.21	86.95	81.96
R3	85.63	84.37	81.25
R2	83.05	83.05	81.01
R1	81.79	81.79	80.78	81.13
PP	80.47	80.47	80.47	80.14
S1	79.21	79.21	80.30	78.55
S2	77.89	77.89	80.07
S3	75.31	76.63	79.83
S4	72.73	74.05	79.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.72	78.96	2.76	3.4%	1.76	2.2%	68%	False	False	30,410
10	82.58	77.89	4.69	5.8%	2.12	2.6%	63%	False	False	36,819
20	90.26	77.89	12.37	15.3%	2.21	2.7%	24%	False	False	38,097
40	93.80	77.89	15.91	19.7%	1.80	2.2%	18%	False	False	29,568
60	95.56	77.89	17.67	21.9%	1.53	1.9%	17%	False	False	23,061
80	99.04	77.89	21.15	26.2%	1.40	1.7%	14%	False	False	19,789

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	85.47
2.618	83.72
1.618	82.65
1.000	81.99
0.618	81.58
HIGH	80.92
0.618	80.51
0.500	80.39
0.382	80.26
LOW	79.85
0.618	79.19
1.000	78.78
1.618	78.12
2.618	77.05
4.250	75.30

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	80.68	80.56
PP	80.53	80.29
S1	80.39	80.02

Download as Excel Spreadsheet

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

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