NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 91.95 90.88 -1.07 -1.2% 94.90
High 92.18 92.46 0.28 0.3% 94.94
Low 90.36 89.56 -0.80 -0.9% 91.89
Close 90.84 91.86 1.02 1.1% 92.71
Range 1.82 2.90 1.08 59.3% 3.05
ATR 1.56 1.65 0.10 6.1% 0.00
Volume 120,103 191,935 71,832 59.8% 357,173
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.99 98.83 93.46
R3 97.09 95.93 92.66
R2 94.19 94.19 92.39
R1 93.03 93.03 92.13 93.61
PP 91.29 91.29 91.29 91.59
S1 90.13 90.13 91.59 90.71
S2 88.39 88.39 91.33
S3 85.49 87.23 91.06
S4 82.59 84.33 90.27
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 94.25 89.56 4.69 5.1% 1.99 2.2% 49% False True 118,710
10 95.07 89.56 5.51 6.0% 1.92 2.1% 42% False True 101,837
20 96.18 89.56 6.62 7.2% 1.65 1.8% 35% False True 79,006
40 101.22 89.56 11.66 12.7% 1.47 1.6% 20% False True 60,926
60 104.44 89.56 14.88 16.2% 1.35 1.5% 15% False True 48,788
80 104.44 89.56 14.88 16.2% 1.24 1.4% 15% False True 40,418
100 104.44 89.56 14.88 16.2% 1.16 1.3% 15% False True 33,968
120 104.44 89.56 14.88 16.2% 1.09 1.2% 15% False True 29,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.79
2.618 100.05
1.618 97.15
1.000 95.36
0.618 94.25
HIGH 92.46
0.618 91.35
0.500 91.01
0.382 90.67
LOW 89.56
0.618 87.77
1.000 86.66
1.618 84.87
2.618 81.97
4.250 77.24
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 91.58 91.67
PP 91.29 91.48
S1 91.01 91.29

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

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