NYMEX Light Sweet Crude Oil Future November 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 92.39 91.95 -0.44 -0.5% 94.90
High 93.01 92.18 -0.83 -0.9% 94.94
Low 91.63 90.36 -1.27 -1.4% 91.89
Close 91.89 90.84 -1.05 -1.1% 92.71
Range 1.38 1.82 0.44 31.9% 3.05
ATR 1.54 1.56 0.02 1.3% 0.00
Volume 119,407 120,103 696 0.6% 357,173
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.59 95.53 91.84
R3 94.77 93.71 91.34
R2 92.95 92.95 91.17
R1 91.89 91.89 91.01 91.51
PP 91.13 91.13 91.13 90.94
S1 90.07 90.07 90.67 89.69
S2 89.31 89.31 90.51
S3 87.49 88.25 90.34
S4 85.67 86.43 89.84
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.33 100.57 94.39
R3 99.28 97.52 93.55
R2 96.23 96.23 93.27
R1 94.47 94.47 92.99 93.83
PP 93.18 93.18 93.18 92.86
S1 91.42 91.42 92.43 90.78
S2 90.13 90.13 92.15
S3 87.08 88.37 91.87
S4 84.03 85.32 91.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.58 90.36 4.22 4.6% 1.64 1.8% 11% False True 95,411
10 95.07 90.36 4.71 5.2% 1.71 1.9% 10% False True 86,895
20 96.41 90.36 6.05 6.7% 1.56 1.7% 8% False True 71,522
40 101.22 90.36 10.86 12.0% 1.42 1.6% 4% False True 57,053
60 104.44 90.36 14.08 15.5% 1.32 1.4% 3% False True 45,950
80 104.44 90.36 14.08 15.5% 1.21 1.3% 3% False True 38,088
100 104.44 90.36 14.08 15.5% 1.13 1.2% 3% False True 32,089
120 104.44 90.36 14.08 15.5% 1.08 1.2% 3% False True 27,671
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.92
2.618 96.94
1.618 95.12
1.000 94.00
0.618 93.30
HIGH 92.18
0.618 91.48
0.500 91.27
0.382 91.06
LOW 90.36
0.618 89.24
1.000 88.54
1.618 87.42
2.618 85.60
4.250 82.63
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 91.27 91.70
PP 91.13 91.41
S1 90.98 91.13

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

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