NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 92.13 92.81 0.68 0.7% 93.49
High 93.03 95.19 2.16 2.3% 93.94
Low 90.63 92.46 1.83 2.0% 90.43
Close 92.92 94.88 1.96 2.1% 92.27
Range 2.40 2.73 0.33 13.8% 3.51
ATR 1.78 1.84 0.07 3.8% 0.00
Volume 260,506 294,723 34,217 13.1% 1,550,115
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.37 101.35 96.38
R3 99.64 98.62 95.63
R2 96.91 96.91 95.38
R1 95.89 95.89 95.13 96.40
PP 94.18 94.18 94.18 94.43
S1 93.16 93.16 94.63 93.67
S2 91.45 91.45 94.38
S3 88.72 90.43 94.13
S4 85.99 87.70 93.38
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.74 101.02 94.20
R3 99.23 97.51 93.24
R2 95.72 95.72 92.91
R1 94.00 94.00 92.59 93.11
PP 92.21 92.21 92.21 91.77
S1 90.49 90.49 91.95 89.60
S2 88.70 88.70 91.63
S3 85.19 86.98 91.30
S4 81.68 83.47 90.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.19 90.43 4.76 5.0% 2.33 2.5% 93% True False 310,295
10 95.83 90.43 5.40 5.7% 2.10 2.2% 82% False False 291,526
20 96.00 90.43 5.57 5.9% 1.77 1.9% 80% False False 256,197
40 102.20 90.43 11.77 12.4% 1.60 1.7% 38% False False 184,979
60 105.55 90.43 15.12 15.9% 1.51 1.6% 29% False False 139,406
80 105.55 90.43 15.12 15.9% 1.37 1.4% 29% False False 111,379
100 105.55 90.43 15.12 15.9% 1.29 1.4% 29% False False 92,282
120 105.55 90.43 15.12 15.9% 1.22 1.3% 29% False False 78,398
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.79
2.618 102.34
1.618 99.61
1.000 97.92
0.618 96.88
HIGH 95.19
0.618 94.15
0.500 93.83
0.382 93.50
LOW 92.46
0.618 90.77
1.000 89.73
1.618 88.04
2.618 85.31
4.250 80.86
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 94.53 94.22
PP 94.18 93.57
S1 93.83 92.91

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

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