NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 91.43 91.16 -0.27 -0.3% 95.01
High 91.45 91.16 -0.29 -0.3% 95.58
Low 90.76 89.67 -1.09 -1.2% 91.19
Close 90.80 89.75 -1.05 -1.2% 91.32
Range 0.69 1.49 0.80 115.9% 4.39
ATR 0.86 0.91 0.04 5.2% 0.00
Volume 9,958 14,640 4,682 47.0% 29,446
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.66 93.70 90.57
R3 93.17 92.21 90.16
R2 91.68 91.68 90.02
R1 90.72 90.72 89.89 90.46
PP 90.19 90.19 90.19 90.06
S1 89.23 89.23 89.61 88.97
S2 88.70 88.70 89.48
S3 87.21 87.74 89.34
S4 85.72 86.25 88.93
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.87 102.98 93.73
R3 101.48 98.59 92.53
R2 97.09 97.09 92.12
R1 94.20 94.20 91.72 93.45
PP 92.70 92.70 92.70 92.32
S1 89.81 89.81 90.92 89.06
S2 88.31 88.31 90.52
S3 83.92 85.42 90.11
S4 79.53 81.03 88.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.18 89.67 5.51 6.1% 1.45 1.6% 1% False True 10,389
10 95.62 89.67 5.95 6.6% 1.04 1.2% 1% False True 7,724
20 95.62 89.67 5.95 6.6% 0.89 1.0% 1% False True 8,774
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.49
2.618 95.06
1.618 93.57
1.000 92.65
0.618 92.08
HIGH 91.16
0.618 90.59
0.500 90.42
0.382 90.24
LOW 89.67
0.618 88.75
1.000 88.18
1.618 87.26
2.618 85.77
4.250 83.34
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 90.42 90.70
PP 90.19 90.38
S1 89.97 90.07

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

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