NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 93.11 92.79 -0.32 -0.3% 95.81
High 93.94 93.03 -0.91 -1.0% 95.91
Low 92.52 91.22 -1.30 -1.4% 92.68
Close 92.75 91.67 -1.08 -1.2% 93.29
Range 1.42 1.81 0.39 27.5% 3.23
ATR 1.62 1.63 0.01 0.8% 0.00
Volume 275,876 295,306 19,430 7.0% 1,130,277
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.40 96.35 92.67
R3 95.59 94.54 92.17
R2 93.78 93.78 92.00
R1 92.73 92.73 91.84 92.35
PP 91.97 91.97 91.97 91.79
S1 90.92 90.92 91.50 90.54
S2 90.16 90.16 91.34
S3 88.35 89.11 91.17
S4 86.54 87.30 90.67
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 103.65 101.70 95.07
R3 100.42 98.47 94.18
R2 97.19 97.19 93.88
R1 95.24 95.24 93.59 94.60
PP 93.96 93.96 93.96 93.64
S1 92.01 92.01 92.99 91.37
S2 90.73 90.73 92.70
S3 87.50 88.78 92.40
S4 84.27 85.55 91.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.39 91.22 4.17 4.5% 1.68 1.8% 11% False True 272,939
10 96.00 91.22 4.78 5.2% 1.81 2.0% 9% False True 265,162
20 96.88 91.22 5.66 6.2% 1.64 1.8% 8% False True 229,432
40 102.20 91.22 10.98 12.0% 1.50 1.6% 4% False True 161,688
60 105.55 91.22 14.33 15.6% 1.41 1.5% 3% False True 121,037
80 105.55 91.22 14.33 15.6% 1.30 1.4% 3% False True 96,700
100 105.55 91.22 14.33 15.6% 1.22 1.3% 3% False True 80,141
120 105.55 91.22 14.33 15.6% 1.18 1.3% 3% False True 68,122
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.72
2.618 97.77
1.618 95.96
1.000 94.84
0.618 94.15
HIGH 93.03
0.618 92.34
0.500 92.13
0.382 91.91
LOW 91.22
0.618 90.10
1.000 89.41
1.618 88.29
2.618 86.48
4.250 83.53
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 92.13 92.58
PP 91.97 92.28
S1 91.82 91.97

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

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